Strategy Rankings
This page helps you decide which strategies are most appropriate depending
on your sentiment on a particular stock and what it's volatility environment is.
You have to select four intial choices
1) Which stockmarket is your stock in.
2) What is the stock ticker of your stock
3) What market direction do you expect the stock to take
4) What is the implied volatility IV environment (is the IV relatively, high,
low or moderate compared to the past?)
Once you have selected these the drop down list Desired Strategy will
give you a list of appropriate strategies.
5) Select the one you are interested in
6) Select a trade sorting method
7) Then press go
On the next page a top ten ranking is shown, with the relevant option data
being shown over two tables 'Risk & Greeks" and 'HV & IV'
8) Select the hyperlink over the option series combination which you find interesting.
The following page shows a table at the top showing option data regarding your
chosen option combination/strategy. The two charts below show the stockprice chart
and a profit/loss chart.
Profit/Loss Chart
The X axis (horizontal) show the profit/loss line, a negative value means a loss, a
positive number means a profit. Zero on the X axis is your breakeven point.
The Y axis (vertical) is the stockprice. This chart has the exact same range as the
stockprice chart. This means that you can use the two charts together to see if there are
support or resistance levels close to breakeven points shown on the Profit/Loss Chart.
You can also select a minimum and maximum stock price (Y-axis) to zoom in on
important areas of the Profit/Loss Chart.
Note:
The strategies chosen by the computer have been filtered with daily volume
and open interest criteria. This has been done to ensure that option strategies
are liquid (have enough volume) enough to provide reliable data.
This may lead to illiquid stocks do not have a complete top ten ranking or
no rankings at all due to volume being too low to provide reliable data
.