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OV vs ONE Greeks

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11 replies, 10 voices Last updated by John Locke 5 years, 5 months ago
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    • #2256

      John Locke
      Keymaster
      @john-locke
      Going to The Trading Triangle LIVE 2016Locke In Your Success CoachAPM2Trade JournalsUltimate Income Trader Workshop

      Kurt, I do not have any recommendations with ONE as of yet. Still waiting for them to get the model somewhat straightened out. You can check with the “one & OV Software” skype group to get updates

    • #2210

      Kurt K
      Participant
      @fxmankk@gmail.com
      Points: 465
      30 Day Affirmation Challenge
      Rank: Freshman

      I just downloaded ONE v1.27.19 which is now released. The release notes say they have fixed current Delta/Gamma not properly addressing account projection days (CEV), and a gamma issue with CEV.

      Does anyone have suggested settings for this version?

    • #2026

      Anonymous One
      Participant
      @anonymous@lockeinyoursuccess.com
      Points: 2
      Rank: Newbie

      Hi, i talked to Andy today and they are fixing it. As soon as they get it done they will release a new version

    • #2017

      Financial Freedom
      Participant
      @financialfreedomclassroom@gmail.com
      Points: 0
      Rank: Newbie

      Is anyone in dialogue with Andy on the Gamma issue? My understanding is that it is still in beta.

    • #2006

      Duane Glick
      Participant
      @duaneglick@gmail.com
      Points: 215
      Rank: Newbie

      I leave the CEV box unchecked but have the Volatility Surface and Sync boxes checked . With ONE set this way it is very close to OptionVue on a BB .

    • #2005

      Justin Ware
      Participant
      @wareinjust@hotmail.com
      Points: 1 014
      30 Day Affirmation ChallengeThe Trading Triangle Maui 2016APM2
      Rank: Sophomore

      ONE is pretty easy to use, especially for backtesting. It is about half the price of OV (~$500 vs. $1,000 for OV).

      That said, gamma clearly is an issue and needs to be accounted for unless it gets fixed.

    • #2002

      Luis Lacoma
      Participant
      @luis.lacoma@gmail.com
      Points: 85
      Rank: Newbie

      It seems there is something wrong in the way gamma is being interpolated in ONE. If you see red boxes to the right and to the left, value for gamma are -0.32 and -0.30, respectively. Thus, ONE should show a value about -0.31, that is similar to the OV value.

    • #2000

      Skip Stone
      Participant
      @locke@scenicvista.com
      Points: 243
      Rank: Newbie

      Objectives for ONE vs OV?
      More modern software/service than clunky OV?
      Hope for more stable?
      Better backtrading?
      Doesn’t seem less expensive.
      thanks
      Skip

    • #1999

      Frank Mete
      Participant
      @Meteor528@hotmail.com
      Points: 814
      APM2Ultimate Income Trader Workshop
      Rank: Freshman

      I’m finding the same thing with an SPX Butterfly trade (currently at 53 DTE). Center strike at 1880 with 40 up 50 down point wings. If you disable CEV, Gamma drops to around .15. Both OV and TOS Vol Smile have it around .15. However, if I enable CEV on ONE, Gamma jumps to 4.0 to 6.0. (In all instances, Vol Surface and Sync are checked). Also, sometimes ONE shows wacko P&L fluctuations).

    • #1994

      Anonymous One
      Participant
      @anonymous@lockeinyoursuccess.com
      Points: 2
      Rank: Newbie

      Yes, see attached screen shots.

    • #1993

      John Locke
      Keymaster
      @john-locke
      Going to The Trading Triangle LIVE 2016Locke In Your Success CoachAPM2Trade JournalsUltimate Income Trader Workshop

      Sounds like you have similar Delta but a very different T+0 then?

    • #1989

      Anonymous One
      Participant
      @anonymous@lockeinyoursuccess.com
      Points: 2
      Rank: Newbie

      I have a Feb BB trade I am tracking in OV and in ONE beta with CEV enabled. The Greeks are close in both, except for Gamma: OV Gamma = -0.35, ONE Gamma = -5.74.

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