Steelhead![]() Member Posts: 13 Joined: 9/7/2012 Location: South Africa ![]() | Hi Buffalo, agreed we need improved simulations for options! Also we need to be able to create strategies that use the the option greeks. e.g. using the DELTA of an option to make trade entries, exits, rolls etc. In other words the DELTA of an option must be available to OmniLanguage. (also the other greeks such as GAMMA and THETA for starters) An example would be to sell a 16 DELTA strangle in $SPY for a credit and then exit at 50% profit or at 21 days to expiration (TastyTrade mechanics) |