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Option Premium max. V1 - with excel Solver
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View Poll Results: Options - max. premium
options covered call writing CC 1 100.00%
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Option Premium max. V1 - with excel Solver

  #1 (permalink)
Trading Apprentice
Frankfurt Germany
 
Futures Experience: Advanced
Platform: Ninj TWS, MT, AgenaTrader
Broker/Data: IB, Lynx, Cap Trader, comdirect, a.o.
Favorite Futures: ES, Options, Stocks, covered call writing
 
Posts: 8 since Jan 2015
Thanks: 0 given, 0 received

Option Premium max. V1 - with excel Solver

How to maximize premium for a covered call writing options OTM (trading price < strike)
only applicable for users without such tools implemented in their trading softawre

one way to do so is to use excel capabilites web scraping and solver add-in
anyone experienced in this procedure?

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  #2 (permalink)
Quick Summary
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  #3 (permalink)
Trading Apprentice
Frankfurt Germany
 
Futures Experience: Advanced
Platform: Ninj TWS, MT, AgenaTrader
Broker/Data: IB, Lynx, Cap Trader, comdirect, a.o.
Favorite Futures: ES, Options, Stocks, covered call writing
 
Posts: 8 since Jan 2015
Thanks: 0 given, 0 received

option premium V2 with excel solver


How to get to a solution:

- scrap web pages and read-in tradinge price of share, strikes, ask and bid premium at strike and save data in excel sheet for all selected instruments.
- now find trading price next lower the strike for all selected instruments & create new table on excel new sheet
- now give all columns a headline like: symbol - trade price- strike - premium - sum of premium - sum of volume $
- call/activate excel add-in Solver
- start solver and fill-in conditions

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  #4 (permalink)
Trading Apprentice
Frankfurt Germany
 
Futures Experience: Advanced
Platform: Ninj TWS, MT, AgenaTrader
Broker/Data: IB, Lynx, Cap Trader, comdirect, a.o.
Favorite Futures: ES, Options, Stocks, covered call writing
 
Posts: 8 since Jan 2015
Thanks: 0 given, 0 received

option premium V3 with excel solver

conditions for excel solver:

Task for solver:
- give me max. premium out of all selected instruments ( ALV, DBK, DAI,..or US-symbols ..etc)
- max shares per instrument limited to 50 contracts
- without overriding giving purchase volume (i.e. 500K$) example shows DAX30 Instruments ($GER30)

..since I have too less posts no link or picture is allowed...sorry..see next post

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  #5 (permalink)
Trading Apprentice
Frankfurt Germany
 
Futures Experience: Advanced
Platform: Ninj TWS, MT, AgenaTrader
Broker/Data: IB, Lynx, Cap Trader, comdirect, a.o.
Favorite Futures: ES, Options, Stocks, covered call writing
 
Posts: 8 since Jan 2015
Thanks: 0 given, 0 received

option premium max V4 with excel solver

set up excel for solver add-in

select in excel main menue ->extras....etc. and select solver to be activated

(more descriptiions are found in weg......sorry no links are allowed yet


now Solver should be found on main menue list Data...and sub menues

...now following data inputs for solver conditions

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  #6 (permalink)
Trading Apprentice
Frankfurt Germany
 
Futures Experience: Advanced
Platform: Ninj TWS, MT, AgenaTrader
Broker/Data: IB, Lynx, Cap Trader, comdirect, a.o.
Favorite Futures: ES, Options, Stocks, covered call writing
 
Posts: 8 since Jan 2015
Thanks: 0 given, 0 received

option premium max V5 with excel solver

example for solver conditions are:

volume: 500.000

max shares per instruments:
50 contract per share
- on eurex in germany the number of contracts traded is much lower compared with numbers of contracts per share traded in the states

sum up in main table of excel sheet the colum
premium at a given strike
and volume (trading price * number od Instrument)

on next info i would like to show the results in excel sheet displayed after solver was running as a picturam allowed to do so now

key feature are marked in picture in blue "circles"


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  #7 (permalink)
Trading Apprentice
Frankfurt Germany
 
Futures Experience: Advanced
Platform: Ninj TWS, MT, AgenaTrader
Broker/Data: IB, Lynx, Cap Trader, comdirect, a.o.
Favorite Futures: ES, Options, Stocks, covered call writing
 
Posts: 8 since Jan 2015
Thanks: 0 given, 0 received

option premium max V5 with excel solver

no a cutted picture shows results - need more details - just cont.

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).


Prm2 (yellow) line 11 belongs to strike Strk2(blue) and
P2 (yellow) is the sum up of all stk2 (yellow) * P2 (yellow) lines from 11..line 48

so I would buy -->contracts- strike - Premium - Opt expiring
500 x ALV..................5........145....1.62.........Fr. 18.3.16
1.400 * BMW..............14.......80.....2.96..........same date
2.000 * CBK...............20.......7.8....0.26.........same
5.000 * DBK...............50.....16.5....0.84.........same
and so on..


Last edited by driller; March 6th, 2016 at 09:19 AM. Reason: explain excel table
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  #8 (permalink)
Trading Apprentice
Frankfurt Germany
 
Futures Experience: Advanced
Platform: Ninj TWS, MT, AgenaTrader
Broker/Data: IB, Lynx, Cap Trader, comdirect, a.o.
Favorite Futures: ES, Options, Stocks, covered call writing
 
Posts: 8 since Jan 2015
Thanks: 0 given, 0 received

Option Premium max. V5 with excel solver

this picture shows the solver condition for the optim. run of excel solver

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

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