Optimization parameters
In the "Option strategy optimization" dialog box, set the parameters according to your expectations:
| Parameters | Description |
|---|---|
Strategy types | Select all strategy types to be generated by activating the corresponding checkboxes. |
Option type | If you prefer certain strategies that consist exclusively of calls or puts, activate the corresponding option. The default setting is "Both", i.e. calls and puts. |
Minimum turnover | In order to require a certain tradability of the options used, you can specify a minimum weekly turnover here. |
No short positions in the money | To reduce the risk of premature exercise of American options, you can exclude options that are in the money for short positions here. |
Ratio | If you have selected strategies that do not provide for a 1:1 weighting of your options, i.e. strips, straps or ratio spreads, the "Ratio" input field becomes available. Specify the weighting of the options here. |