Option Strategy Analyzer is a powerful and flexible tool for creating, analyzing stock and option strategies.
Create your own strategies or choose from a set of standard strategies, which you could modify to suit your needs.
You can simulate various what-if conditions with this tool.
This page is broken down to five sections.
This section will let you load a strategy. You could either load a standard strategy or the one that you saved.
Just select the strategy from the tree and click . This will fill the screen with the data
for this strategy.
The strategy name box will let you change the name of the strategy which you could save later
You could download the option chain for a stock by entering a valid ticker and clicking the Download option chain button.
Note: The stock(XYZ) used in standard strategies is a non existant stock. You will not be able to download data for this ticker
This section contains the parameters at the time of entering the strategy. All the parameters
If you are manually entering the trade date it should be of format mm/dd/yyyy.
You could also use the calendar pop up by clicking on the calendar image next to box to select
a different date.
The top part of the section lets you control how the strategy position is calculated.
You can choose to edit the implied volatility or directly the price of leg.
The bottom section contains the information about the strategy legs.
It has the name of the option,maturity date,Strike Price, option type(Call/Put/Stock),
Quantity,Position(Long/short),Price ofSingle contract,value of the position.You could delete a leg by clicking on the delete link.
This section contains buttons which will let you manipulate your strategy.
You could add a new leg to the strategy by clicking on the add button.
Clicking on the update button will let you refresh the screen with any changes
you made. Clear screen will make the screen ready for a new strategy.
Save strategy button is used to save the current strategy.
Save feature is available only to registered members.
Delete button will let you delete any unwanted strategies. You can only delete
those strategies which belong to you.
This section controls the parameters at the time of evaluation and also the plotter settings.
For a positve change in volatility add + before the number
and for negative change add - before the number
For eg. +20 indicates that volatility have increased by 20 and -20 means volatilty has decreased by 20.
You can control what to plot by selecting appropriate entries on Xaxis and on Y axis.
You could change the Xaxis range by changing Xaxis Start and Xaxis End parameters.
If you choose to leave Xaxis range to be "0" or empty, system will take the default parameters.
The plot legs check box should be unchecked if you are not interested in the plot of the legs.
This section shows the plot of the strategy. The plot legend is shown at the bottom
of the chart.Also you could place the mouse at the plots to get the value at that cordinate.
This section displays the Max profit/ Max loss, Break even points and the X axis steps used to plot.
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