Solutions
Vol Edge Trading Mentoring and Training
Note: Ultimate Tier clients receive both SPX and NDX sheets.
For additional fee, any spreadsheet can be modified to use data feed of client’s choice.
Call to request a demo: (480) 862-9330
Vol Edge Essentials
Extensive starter package provides traders with an Index Sheet (choose SPX or NDX), 3 hours of mentoring, 1 month of group chat access and a 1 month complimentary subscription to Real-Time Data + Excel plugin.
Essentials Features
Mentoring — 1-on-1 mentoring sessions (Webex, screen share, unlimited access to video recordings)
Vol Edge Ultimate
Premium offering provides traders with every tool I personally use to trade: both Index Sheets (SPX and NDX), “Any” Sheet, Risk Model and Dashboard. Plus, it includes 10 hours of mentoring, 12 months of group chat, and a 6 month subscription to Real-Time Data + Excel plugin.
Ultimate Features
“Any” Sheet – Custom, real-time trading spreadsheet for any stock or index including the ability to input/change the underlying stock/index to any optionable product.
Risk Model – What-if scenario analysis for any option trade. PnL, greeks, hedging advice, risk management tools. Ability to beta weight to any underlying.
Dashboard – View volatility skew and term structure, Pitchforks, Calendars for 3 underlying products on single page.
Vol Edge Professional
Mid-tier package provides traders with an Index Sheet (choose SPX or NDX), “Any” Sheet, 6 hours of mentoring, 3 months of group chat access and a 3 month complimentary subscription to Real-Time Data + Excel plugin.
Professional Features
“Any” Sheet – Custom, real-time trading spreadsheet for any stock or index including the ability to input/change the underlying stock/index to any optionable product.
Vol Edge Worksheets
Underlying & Term Stucture with Multiple Worksheets
- Underlying stock price and implied volatility data
- Expiration dates, At-The-Money volatilities, daily volatility changes, and straddle prices
- Trading models for single, or multiple, fixed and variable underlying products
Butterfly Spread Quoting
- Interactive butterfly spread pricing modules
- Ability to quote a variety of spreads in real-time
- Live market prices, as well as theoretical values/greeks (Black-Scholes and Binomial models)
- Calculate Expected Value and Risk/Reward at any spot price, point in time
Simulated Trade Watchlist
- Model any trade structure before/during/after trading day
- Compare profit/loss and risk/reward for butterflies any quantity, strike, width
Time Spreads
- Ability to price both Calendar & Diagonal spreads
- Completely Dynamic – view time spreads of ANY strike, ratio, duration
- Compare Term-Structure edge between strikes, and across time
- Measure “Forward (bucket) Volatility”
- Toggle to Vega-Weighted model to stress trades given volatility changes
Optimal Fly Finder
- Find the optimal butterfly spread of each type
- Dynamically adjusts to changing market conditions
Pitchfork Table
- Measure Volatility Skew using the Pitchfork method
- Novel method to analyze current skew levels any index or equity
- Instantly compare risk-to-strike-touch for several expiration cycles
- Ability to view skewness (upside vs downside) or kurtosis (call/put vs At-The-Money)
Vol Edge Risk Model
Trade Entry
- Comprehensive Risk Modeling Tool to analyze simulated trades or actual positions
- Input trades of any type (option, spreads, stock, futures) for any underlying product
- Ability to beta-weight positions to a benchmark index
Live PnL & Greeks
- View aggregate greeks for all positions, along with live profit/loss values
- Step forward analysis date to view performance and risk over life cycle of the trade
- Zoom in/out based on standard deviations to view trade outcomes over array of underlying ranges
Individual Trade Legs
- Automatically input individual legs of any option spread trade with the click of a button
- View live market data along with theoretical outputs, modify any inputs on the fly
Date Step
- Model trade performance over time and across multiple spot prices
- Ability to view PnL, Price, Delta, Gamma, Theta, Vega for all positions
- Step forward dates by any interval to ascertain overall portfolio risk, and profit potential