Backed by the most powerful volatility models for impressive accuracy,
Graphic Analysis is the “brainchild” of OptionVue 6. Generated from a position
entered into the Matrix, Graphic Analysis illustrates the profit and loss
potential across user-defined ranges in price, dates and volatility.
Multiple time lines visualize how the trade will theoretically react at any point
between now and expiration. View the break-even points, probability of profit
and expected return along with a plot summary of the Greeks for any date
selected.
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OptionVue 7
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Graphic Analysis is the “brainchild” of OptionVue 7. It can be generated from
any kind of position entered, no matter how complex. The Graphic Analysis
illustrates the profit and loss potential across multiple time or volatility lines.
Visualize how any trade will theoretically react at any point between now and
expiration. View the break-even points, probability of profit and expected
return along with a plot summary of all the Greeks for any date selected.
Backed by the most advanced professional-level volatility models available,
OptionVue 7 allows you to see the likely future result with impressive accuracy.
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When viewing different time frames, the 1st and 2nd standard deviation of price movement will be displayed by color-coded
bars along the X axis for reference. Multiple positions can be superimposed for a quick comparison or comprehensive analysis.
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Click on any line within the chart and all of the relative information for the line selected is displayed in the summary section
below the graph. Slippage, commissions, dividends and interest cash flows are all taken into account automatically.
Detailed Analysis. By selecting the Details button in the lower right corner, you can view the specific detailed information for
any single point of a position (at a specific underlying price and time) in the Detailed Analysis window.
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In Detailed Analysis, you can modify time, price and volatility variables to see how each affects the position. The projected
closing values will be displayed along with a theoretical net gain/loss calculation. The Detailed Analysis clearly demonstrates
how OptionVue 7 takes slippage, commissions, dividends and interest earnings/charges into account with every analysis.
HedgeFinder. The Portfolio Manager has a number of important portfolio analysis tools incorporated into it. Measures of
portfolio risk such as Beta, Portfolio Delta, and R2 are supplied and displayed in the Account Status summary. You can also
view a graphic representation of your portfolio relative to a chosen index and automatically find appropriate hedges to use.
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portfolio relative to your chosen base index. Simply select an appropriate base index (QQQQs, SPX, DJX, etc.).
Movements of the various assets in your portfolio are modeled against the chosen index using the beta numbers from
the background database. In turn, any options in the portfolio are modeled to move according to the underlying asset.
There is always going to be some degree of imprecision involved with such an approach because your portfolio may not
move (and probably won't move) in lock step with the base index. This potential deviation is called tracking error, and it
can be quantified. Using R2 and other data representing tracking error, HedgeFinder computes and displays your
portfolio's tracking error relative to the selected base index using light blue shading around the performance line.
You can use the Portfolio Delta as displayed by OptionVue 7 to pick an appropriate quantity of an ETF or options to best
hedge your portfolio and then use HedgeFinder to check your work and see if the hedge is a suitable one. Or let
HedgeFinder recommend specific puts to buy in order to hedge your portfolio. Optionally, it also recommends selling
call credit spreads, allowing you to simultaneously sell calls to help offset the cost of the puts.
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Copyright © 2012 OptionVue Systems International, Inc. All rights reserved. 950 Technology Way • Suite 125 • Libertyville, IL 60048 • 847-816-6610
There is a substantial risk of loss in trading financial instruments of any kind including stocks, futures and options. Clients should consider all relevant risk factors,
including their own personal financial situation, before trading. Don't trade with money you can't afford to lose. Past performance is not indicative of future results.
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