Powerful Position Analyzer: Create and manage an unlimited
number of options positions. There is no limit to the number of markets
that can be analyzed.
Vital Risk Statistics: Analyze options positions with deltas,
vegas, and other vital risk statistics broken down by contact month and
totaled. Put them into terms you prefer. For example, you can see your
P/L in tick or dollar terms.
Risk Projections: See your risk projected over a range of futures
prices. Also see your absolute risk. What is your risk over extreme futures
moves? They rarely occur, but you won't take a huge loss if you keep an eye
on this number.
Theoretical Edge: Compare your position's theoretical value to
its marked-to-market value. Many traders believe that when the skew comes
into line or as time passes, this theoretical edge will be realized as
actual profit.
P/L: See your entire portfolio's profit/loss broken down by
strike and by month. If you trade more than one market, see all your P/L's
summarized on one page. End-of-day prices are supplied via the Internet.
Define Commodities: Define new options contracts as exchanges
modify or add contract specifications.
If there is a new or unique market that you trade, Web POP is flexible
to handle it.
Expiration: Expire contracts with an automated procedure.
Exercises and assignments are handled automatically.
ADVANCED:
Skew Delta: A delta that takes into account the effect of
skew on the change in option prices.
Skew Risk: How much you make if the skew changes.
Skew Percentage: How much the skew moves with the futures.
Total Extrinsic: How much total premium you own.
ATM's: Volatility risk is converted into the number of equivalent
ATM options. This allows you to summarize your entire risk in a contract
month by thinking of risk in terms of straddles.
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Pricing: Price options on-screen. As the market moves, every
theoretical option price is on screen. Configure the display of prices to
meet your own preferences. See the delta, theta, vega, and gamma for every
strike of every contract.
Volatility Skews: Create, graph, and maintain your own volatility
skews. Imply skew curves from settlements or other options prices. Apply
that skew curve to intraday option pricing like the pros on the trading
floors.
Extensive Customization: Web POP caters to traders' preferences,
not just their needs. Determine the terms of statistics and whether to
display advanced statistics. Almost every aspect of Web POP can be tailored
to individual needs.
Interactive Graphs: Graph historical volatilities and futures
prices. You specify the contracts and the time frame. Learn how volatility
responds to futures moves and the passage of time. This feature allows you
to examine seasonal and other time-based trends.
Email Alerts: Receive an email when the futures or volatility
settles above or below levels that you determine. Its like having a
sentry clerk on the payroll.
Custom Links: Save time reaching quotes, exchanges, and
other useful options sites.
Online Help: Access Web POP's extensive online help.
A special "Show Hints" feature guides new users through basic procedures.
Security: No identifying information is kept with your data.
COMING SOON:
Position Graphing
Historical Skews and Options Prices
Trading Games
Stock Options
Cash Options
Binomial Pricing
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