Portfolio totals / sub totals

[Kasper]

Hello,

Can you please see why is SPY calculated differently (as 100 share lot) than other symbols?

Also, can you please calculate sub total and totals for Time Value column too?

Can I request to add a column that calculates option's Time value % of current underlying price? T.V * 100 /Price

[Jerry Medved]

SPY - What quote source is this?

[Kasper]

Portfolio in screenshot was from Yahoo feed, but it was behaving same for DXfeed. After switching data feed couple times, it seems to be fixed now. Thank you.

 

[Jerry Medved]

don't know. somehow the cost multiplier got reset for it. If it is something you find a way to recreate, let me know

Time Value % - will be in next update. 

Totals - don't want to do that right now - significantly more involved 

[Kasper]

Thank you, I can manage the totals in spreadsheet for now.

I am trying to import a filtered list of options (~500 ) in to MT and scan for basic price values, volatility and option greeks. There are some data points already available, may be if you have time, you can add more option symbols data for scanning.

[Jerry Medved]

you looking to have stuff like Greeks in the scans?

[Kasper]

To be honest, I only look at Delta and Theta for greeks. I have the following columns for option chain in MT.

Symbol
Last
Midpoint
Spread
Spr%
Time Value
Volume
Volatility
Change
Chg%
D.to.Ex
Delta
In/Out
Opn Int
Strike Pr
Theta
Time

[Kasper]

I think it will be better to have annualized Time Value %.

365/ D.to.Ex * Time Value.

[Jerry Medved]

for portfolios you can add custom columns using Scans - Just define a scan that returns the value you want. Can have multiple results and can name the columns

[Kasper]

Hello, Thanks for adding the column, can you please compare the calculation with my spreadsheet below?

I think I made error on formula above, see if this is correct in spreadsheet for TV%

I think extrinsic value cannot be negative. Are mid prices being used or last? I assumed mid prices below.

 

 

 

 

[Jerry Medved]

ok, that will be a problem.  I referenced the option price in the calc. yours divides by the stock price. I cannot refer to the stock price in the option calc.  Will have to remove that column. Did add bunch of the others though

[Kasper]

I can use scanresult for custom columns as long as data is available. For an option symbol row, can I access data for it's underlying?

Something like. SymbolData.Underlying.*

[Kasper]

How do you calculate TimeValue without a Intrinsic value, which is difference of Stock Price and Strike price? So you must be using Stock price somehow for TimeValue column.

[Jerry Medved]

ok, you know what, I used a wrong approach. there is code to calc greeks. I will stick it in there.  basically cant just do it right at the point that it is displayed

[Kasper]

Thank for adding the columns and scan data points for options. You guys rock. 🚀💯