Tool to pick option combinations?

Discussion in 'Options' started by spinn, Jul 19, 2024.

  1. spinn

    spinn

    Interactive Brokers has a tool they call Option Wizard that helps pick the best options combination for a given trade. So for example, I thought SPY was going to top out and crash last week. I typed in SPY and my assumption that it might go down $4.Option wizard gave me a list of 11 combinations ranked by things like win/loss ratio or likelihood of profit. The problem with Option Wizard is that you have to log off data to use it. I realize you could do it at night, but these trades change so quickly that you should use it within 15 minutes of the trade entry.

    I was trained by an excellent market technician who intended to sell his methodology to hedge funds. This is all new to me. So I started about 4 months ago and went 22/25 on my first trades. Sounds pretty good but I lost money because three of the trades were big losers
     
    Matt_ORATS likes this.
  2. ZBZB

    ZBZB

  3. taowave

    taowave

    ORATS hands down
     
    Matt_ORATS likes this.
  4. Matt_ORATS

    Matt_ORATS Sponsor

    ORATS has a scanner that allows you to put in a bullish or bearish percent. The scanner then adjusts the distribution so the expected return of the stock is equal to your percent. For example, if I think SPY will be up 3% in 30 days, I'd make a scan with DTE around 30 with bullish strategies like here LongCall and LongCallSpread:
    [​IMG]
    https://gyazo.com/6297ab80523c191f12041f34ed5954e3
    You can see the D% distribution edge is very high compared to other theoretical value edges the F% forecast and S% smooth edges.
    [​IMG]
    https://gyazo.com/e9777ede86489ff21d461a4fb8a6505d
    The same option has a lower distribution theoretical value of $3.11 and a more normal looking distribution with out the bullish 3% adjustment. The distribution is made using actual stock moves for the DTE of the trade in question.
    [​IMG]
    https://gyazo.com/63bae53d7db2bad4b738952844cc3d3c

     
    taowave likes this.
  5. Hey @Matt_ORATS any plans to cover the Aussie market in the future? thx
     
    Matt_ORATS likes this.
  6. Matt_ORATS

    Matt_ORATS Sponsor

    We do not have imminent plans. How are the market liquidity, tightness and amount of options per expiration there?
     
  7. Hi Matt I only trade the main index XJO options so can only comment on that. I have no troubles getting fills at mid or 1 or 2 points off mid. They have weeklies and monthly's at 25 point increments. Our only real option is to use IB here and I'm sure you know how crap their option analysis tools are :vomit:
     
    nbbo likes this.