OptionScape version 6.x
FEATURES


Yes

No


Compatible

Coming Soon
Core Application
Academic
Version
API
Interactive Brokers
Data Access Module
Thomson Reuters Eikon
Data Access Module
CME
Data Access Module
OTC
Data Access Module
Windows 7/8/10 compatible
Installs on local PC for speed and privacy
Requires OptionScape Core Application installed  
Requires a Data Access Module installed
Can accommodate multiple Data Access Modules
Automatic updates
Downloads market data from Internet
Connects to live market data feed    
Uses end of day market data    
Manual data entry for OTC's
Free demo data set included        
Brokerage calculations
Clearing Level Margining Forecast
Broker Specific Margining Forecast
SPAN/TIMS margining algorithms
PRISMA margining algorithm
     
Delta Neutralization functionality
Forward looking portfolio stress testing functionality
Back testing functionality      
2D  Stress testing scenario input diagrams
Market scenario input diagram - with

Early Exercise warning
Implied Volatility scenario input diagram
Interest Rate scenario input diagram
Margin Factor scenario input diagram
3D  Stress testing Forecast diagrams
Payout (PnL) Forecast diagram
Margin Forecast diagram
Liquidation Value Forecast diagram
Trading Fund Cash Level Forecast diagram
Exposure Forecast diagram
GREEKS Forecast diagrams (in 3D)
Delta Forecast diagram
Gamma Forecast diagram
Theta Forecast diagram
Vega (Kappa) Forecast diagram
Rho Forecast diagram
2nd Order GREEKS Forecast diagrams (in 3D)
Lambda Forecast diagram
Vanna Forecast diagram
Vomma Forecast diagram
Charm Forecast diagram
Veta Forecast diagram
Vera Forecast diagram
Color Forecast diagram
Speed Forecast diagram
Ultima Forecast diagram
Zomma Forecast diagram
In program user license management facilities
Corporate Licensing Available

Exchange-traded options are among the world’s most versatile financial instruments. Those who understand how to trade them properly can achieve great benefits, including risk management, portfolio diversification and profit optimization. However, as any of our educators can tell you, it is all too common for traders to find themselves with losses or even wiped out by using options incorrectly or failing to understand how to use them to their benefit.

Our aim at OptionScape is to facilitate a deeper understanding of options behavior through easy-to-use educational tools and specialized technology that together can significantly reduce uncalculated trading risk.


 

There is no reward without risk. However, the only risks you should take are those you know about and understand. At present it is virtually impossible to see the full picture without OptionScape.

Using OptionScape you can preempt dangerous situations. Sometimes you may use strategies involving two or more different dates of expiration. (Calendar spreads, diagonal strategies, etc.) When multiple expirations are involved, the outcome of the strategy will depend greatly on where the market is on those dates. OptionScape gives you the opportunity to see all possible scenarios, throughout the life of your strategies, no matter how complicated they may be.


 

OptionScape is a strategy analysis and decision support tool for traders of exchange-traded options. It has been designed for option traders who need answers, fast, without getting bogged down with the underlying mathematics endless columns of numbers.

OptionScape removes the uncalculated risk from option trading. It provides margin forecasts right to the expiration date of your last surviving option position. It's the only software capable of analyzing “diagonal strategies,” that is those with options having different expiration dates

OptionScape's innovative data visualization method reduces hundreds of pages of data into just a few digestible 3D diagrams, without losing information.

OptionScape can give you full Implied Volatility scenario analysis throughout the life of your strategies, allowing you to see upfront if your strategy is safe, even under extreme conditions.

Among the wide range of OptionScape features are:

For each underlying price in the selected range, and for each day from date of trade to expiration of the last position, OptionScape provides 3D surface diagrams that show
  • Payout
  • Liquidation value
  • Clearing level margin requirements
  • Cash level of trading account
  • Percentage of trading funds  exposed
  • The “Greeks”
    • Delta
    • Gamma
    • Theta
    • Vega (sometimes called Kappa)
    • Rho
To stress test a strategy, users can set the following scenarios over time:
  • Market
  • Implied Volatilty
  • Interest Rate
  • Brokerage
  • Margining parameters and method of calculation
  • Easy to manipulate input diagrams
  • Easy to discern output diagrams 'Click & Read' facility that allows access to each and every figure behind the diagrams
  • Highly customizable user interface that allows any or all diagrams and trading parameters to be displayed simultaneously – an ideal feature for multi-monitor systems

OptionScape version 5.x
FEATURES


Yes

No


Compatible

Coming Soon
Core Application
Academic
Version
API
Interactive Brokers
Data Access Module
Thomson Reuters Eikon
Data Access Module
CME
Data Access Module
OTC
Data Access Module
Windows 7/8/10 compatible
Installs on local PC for speed and privacy
Requires OptionScape Core Application installed  
Requires a Data Access Module installed
Can accommodate multiple Data Access Modules
Automatic updates
Downloads market data from Internet
Connects to live market data feed    
Uses end of day market data    
Manual data entry for OTC's
Free demo data set included        
Brokerage calculations
Clearing Level Margining Forecast
Broker Specific Margining Forecast
SPAN/TIMS margining algorithms
PRISMA margining algorithm
     
Delta Neutralization functionality
Forward looking portfolio stress testing functionality
Back testing functionality      
2D  Stress testing scenario input diagrams
Market scenario input diagram - with

Early Exercise warning
Implied Volatility scenario input diagram
Interest Rate scenario input diagram
Margin Factor scenario input diagram
3D  Stress testing Forecast diagrams
Payout (PnL) Forecast diagram
Margin Forecast diagram
Liquidation Value Forecast diagram
Trading Fund Cash Level Forecast diagram
Exposure Forecast diagram
GREEKS Forecast diagrams (in 3D)
Delta Forecast diagram
Gamma Forecast diagram
Theta Forecast diagram
Vega (Kappa) Forecast diagram
Rho Forecast diagram
2nd Order GREEKS Forecast diagrams (in 3D)
Lambda Forecast diagram
Vanna Forecast diagram
Vomma Forecast diagram
Charm Forecast diagram
Veta Forecast diagram
Vera Forecast diagram
Color Forecast diagram
Speed Forecast diagram
Ultima Forecast diagram
Zomma Forecast diagram
In program user license management facilities
Corporate Licensing Available