Abstract: A system and method for determining and presenting likely option strategies based on inputs is disclosed. An assets input is accepted where the asset input indicates an underlying asset for which options are available. Additional inputs may be accepted to further narrow the list of possible strategies. The system may attempt to predict and display the most likely option strategies based on the inputs.
Type:
Grant
Filed:
January 11, 2013
Date of Patent:
December 19, 2017
Assignee:
OptionsCity Software, Inc.
Inventors:
Freddy Guime, Victor Glava, Robert Kallay
Abstract: A system and method for determining and presenting likely option strategies based on inputs is disclosed. An assets input is accepted where the asset input indicates an underlying asset for which options are available. Additional inputs may be accepted to further narrow the list of possible strategies. The system may attempt to predict and display the most likely option strategies based on the inputs.
Type:
Application
Filed:
January 11, 2013
Publication date:
July 17, 2014
Applicant:
OptionsCity Software, Inc.
Inventors:
Freddy Guime, Victor Glava, Robert Kallay
Abstract: A method of determining an edge on an option strategy is disclosed. An option strategy may be accepted where the option strategy is a combination of buying and selling puts in calls. The edge for the options strategy may be determined by adding the delta edge to the vega edge.
Type:
Application
Filed:
January 11, 2013
Publication date:
July 17, 2014
Applicant:
OptionsCity Software, Inc.
Inventors:
Freddy Guime, Victor Glava, Robert Kallay