voland777

In the Option Trader, include the "Delta" column if it is not already there...trade options whose deltas are closest to the proposed setup

You are absolutely correct. I would only point out that this is true for all options. Delta should always be calculated based on the forward price of the asset that matches the expiry. I guess people tend to forget this fact because rates have been so low for a considerable period of time, making forwards to be very close to spot. Obviously, VIX forwards are much different from spot.

How do I do that?

Very nice. Thanks!

I know. I refer to "straddle" as a button label on the GUI. I did want to do an actual straddle but it is not possible yet.

I was mucking around and came up with this seemingly interesting strategy on Intel: http://tm.cmlviz.com/index.php?share_key=P8RI8fUXk45tfzZY I sell straddle on Intel right after earnings for 29 days. The premise is that Intel stops moving too much after earnings.

Yes, I signed up last night. Looking forward to this email. Thanks.

Hi @Ophir Gottlieb, Any plans to add more risk measurement metrics such as sharpe ratio, sortino, max drawdown, etc? Thanks

Okay. Thanks!

@Kim, Is there a way to track a portfolio of multiple options of different underlyings in ONE software? I just got the trial subscription to ONE but I can't seem to be able to see a way of doing. It allows only multiple options of the SAME underlying. Thanks