ranieri Posted May 11, 2017 Posted May 11, 2017 Hi guys, IB gives me a decent idea of the payoff profile of an option strategy. However it does not consider reductions or increases in implied volatility. Is there a way to view this on IB, which I am not aware of? Thanks in advance for any help Quote
Kim Posted May 11, 2017 Posted May 11, 2017 I'm using ONE software which has a lot of options including increase and decrease in IV. I'm not sure if IB has that option, but I never really checked it. Quote
Bull3t007 Posted June 10, 2017 Posted June 10, 2017 On 5/11/2017 at 3:25 PM, Kim said: I'm using ONE software which has a lot of options including increase and decrease in IV. I'm not sure if IB has that option, but I never really checked it. Do you prefer one software to capital market laboratories? I looking for the best software for analysing and backtesting but I do not want to spend so much per month. What is your advice? Quote
Kim Posted June 10, 2017 Posted June 10, 2017 They are not apples to apples comparison. ONE is options analytics software, it allows you to build positions, see the Greeks, the P/L profile etc. and also do backtesting. CML does backtesting only, but it makes it much easier and more automatic. In my opinion, ONE is a must for any serious trader, CML is "nice to have". Quote
Bull3t007 Posted June 10, 2017 Posted June 10, 2017 11 minutes ago, Kim said: They are not apples to apples comparison. ONE is options analytics software, it allows you to build positions, see the Greeks, the P/L profile etc. and also do backtesting. CML does backtesting only, but it makes it much easier and more automatic. In my opinion, ONE is a must for any serious trader, CML is "nice to have". Hmm good to know, I subscribed to CML to check it out but I am not completely satisfied. Thanks for your answer. Quote
Recommended Posts
Join the conversation
You can post now and register later. If you have an account, sign in now to post with your account.
Note: Your post will require moderator approval before it will be visible.