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Analysing Combined Stock & Options Positions In OptionVue

Discussion in 'OptionVue Forum' started by ralphwindsor, Sep 6, 2017.

  1. ralphwindsor

    ralphwindsor Member

    I'm trying to work out how to analyse (in the same graph) a combined option and stock position in OV, i.e. different instruments, some with deltas < 1/-1 and others that always have delta ==1/-1. Given the advice I've read about multiplying index options by 10 to allow single numbers to represent ETFs (e.g. SPX/SPY, RUT/IWM) I think the answer is probably going to be 'not possible'. I've asked OV for info on this and they're looking into a method to achieve it, but I'd be interested to hear any other feedback on this topic.
     
  2. ralphwindsor

    ralphwindsor Member

    To follow up my own question, Ken from OV sent me details about how to do this. It's not entirely trivial and because of that I'm not going to post too many details here (in case I mislead anyone) but it looks like it's possible using the status portfolio analysis features, but I need to go through the guidance given by Ken.

    This was the response I got for anyone else who is interested

    It’s possible to view only one asset at a time (with its associated futures) in the Analyze graph. You can view
    a risk graph for SPX with ES futures but not AAPL with NFLX for example.
    My suggestion is to use Status to see your portfolio delta and beta relative to your selected beta/delta base.
    Then click HedgeFinder to see your risk for the entire portfolio based on a change in the SPX, or other beta/delta base.
    You can also see the Asset Delta and Theta by adding these columns to your Status page. Highlight a column and type Insert on
    your keyboard and then right click the blank column header to add parameters.
     

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