So as a algo do you have this? Or how soon you are going to release ?
Do you have currency options of USDINR pair? I am trying to search, but not getting it on Sensibull.
Let me know!
sir what is the effect of theta on ITM options
3 months on Index is as far as we go
Very tricky to get approval here
Pretty low.
Hi,
why doesn’t the following payoff graph for USDINR doesn’t scale up properly? Is it not programmed to auto-scale on the profit/loss max values range?
@Sensibull - There are 2 issues which I am experiencing in Strategy builder product, can you address these -
- Calendar spreads (and strategies spanning different expiries) show incorrect capital requirement. Actual capital required ends up being 10x of what you show in product
- The Greeks computed for any strategy are also different from what I see on other platforms like Opstra. Plus, Sensibull Theta, delta etc are far off from real values that I see after I have executed the strategy.
Another example on index option(Banknifty) where the numbers are all NA. Wonder how frustrating it could be for the paid members if they experience the same.
If it is calendar spread terminal is not showing any parameters. it is showing only capital required.
I have raised this to the Sensibull team they said like if it is calendar spread it is not possible to show parameters.
@divyakumar if your checking with the same expiry please refresh the page and check again. I think it may help.
Hi @Laxman_lucky,
Thanks for the info. Yes, it was for the calendar spread.
But, in my understanding, they can at least update max profit/loss/break-even according to the payoff diagram they are plotting (with conditions apply*).
Because even if they provide a pay-off diagram for current expiry, as the IV can vary, it may still be not correct and they dont responsibility anyways.
We just need to have an approximate value based on current parameters.
I was just apprehensive if taking a pro-plan from sensibull gives any more clarity or there is nothing more to it.
Thanks
I’m under pro plan in sensibull.
For me also calender spread parameters not showing.
But I feel taking subscription in Sensibull is worthy because we can have over all idea of max loss and profit.
Even in option chain when one goes to analyze OI and select multiple strikes … than tht page is way too buggy …
There is no option to add more strike prices … One has to create a new group and add new SP … and even in tht if we add more than 4-5 strike price it won’t let us slide the page to add more strike prices …
Also there is no volume shown …
Why these half build working?
Hey @divyakumar
As @Laxman_lucky rightly pointed out, the issue is that for calendar spread the max loss and max profit can be way off the estimates in extreme events, as the open option’s IV can fluctuate quite a bit.
That said, you can see the loss and profit at any level in the graph itself. We are wondering if we should add a proxy measure for max loss, or add disclaimers such as max loss at constant IV
Hey @groverarun the Multistrike OI is a work in progress. We only allow 6 strikes as of now. You will see a major upgrade in the next few days.
Hi @Sensibull, thanks for replying! appreciate it.
Chalo, agreed that for index options, at least the graph gives some visibility on parameters though approximately(with disclaimer in your words).
But I also had posted a snap of CDS options/USDINR payoff(Sensibull - The Options Trading Platform), where the graph is pretty unusable.
Is this a recognized work-in-progress(if so is there an approx time-frame for its availability?) or am i missing something here?
Appreciate any update on this.
Thanks
@Sensibull can you atleast reply to this? As a paying member, this feels so frustrating. I have to rely on other tools now. I regret taking annual subscription now.