If I made an app like this, will you use it? Input: Target Vega$ : ________ Target Delta$: ________ Target Gamma$: ________ Target Theta$: ________ Target Vanna$: ________ Number of Option:________ Maximum Margin:________ Getting market data... Calculating, Please wait.... This combination will offer best Credit Output: Buy, 1, Call, Strike 201 , Tenor d1 Buy, 1, Call, Strike 210, Maturity d1 Sell, 1, Put, Strike, xxx Short underlying, 500... ... Or does this already exist? Or am I over-thinking this?
Come on, guys! No views? Is this app too stupid to be useful? Too good to be true ? Or just don't really bother...
I don't think anyone is terribly interested in position monitoring. I would like to see a strip; C/P; O/U vola; O/U prem; and then D, G, T, V. What you're proposing would simply throw a bunch of naked combinations out there. That's more for a desktop app.
It is an desktop app, didnt mean mobile app! It is also inverted, u keyin your desired exposure/premium , it then SOLVE the best combo