Global Trading 8Options Matrix

Global Trading 8 Options Matrix is an Option portfolio management software which provides tools for forecasting, analysing, pricing and hedging a 8 options portfolio. Options can be standard Global Trading 8Options Matrix is an Excel Application that leads to :
- pricing
- analysing
- forecasting
- hedging
until 8 different options (each option can be either european style or american style, binaries or regular knock out) portfolio.

By using free data from yahoo or DDE links your portfolio will be up to date with current market prices so that each trading decision is based on up to date figures.

Options can be priced on spot, futures or forward, including discret dividend or revenue

Every Greek is continuously calculated, including volatility expectation

Another Vega greek is added with traditional Vega to take into account that volatility with longer maturity won't move the same way as shorter maturity..

SIX SHEETS TO PROVIDE A GLOBAL VIEW OF YOUR POSITIONS



1 - First of all, a matrix that evaluates an option portfolio with current market prices and that forecasts portfolio value for different undelying prices and for different dates to maturity.
Parameters can be changed to see how portfolio perspectives move.


specifically,
A very first board provides option types and features.


A second one calculates theorical prices, volatilities, greek sensibilities, individual and global valuations.

A third board can be fed by DDE links or market data in order to price the whole portfolio and find each implied volatility.


3D graphs - P&L with respect to spot and time



2 - Then, a pricing matrix to grasp how option portfolio would react for several spot prices from now to expiry. Deltas and Gammas are computed from priced positions, not from derivative functions.




3 - Now the delta hedged position matrix which shows how to delta hedge the whole portfolio using the underlying.





4 - Standard and Modified Vega Matrix are then computed for different dates and spot levels. Modified vega takes into account that long term volatility doesn't move the same way as short term one's.




5 - Here we have the ability to price the whole portfolio, including volatility skews and smiles.





6 - Each option is priced for different spot levels and dates and outcomes are added to a global matrix that is our starting data.



Learn how to price, analyze, forecast and hedge your positions.