Option Portfolio

Use the TWS Option Portfolio tool to help you adjust the risk profile of your portfolio by any of the Greek risk dimensions. Find the most cost-effective way to achieve your objective in Delta, Gamma, Vega or Theta by describing your objective and specifying any conditions. The algorithm mathematically optimizes an options portfolio based on user input and relevant economic criteria.

•           With access to complete and comprehensive real-time options market data, the Option Portfolio algorithm finds the most cost-effective solution to achieve your desired objective, considering both commissions and premium decay.

•           To ensure the solution list is relevant based on changes in the market, the algorithm continually searches the market and presents the best solution list every 30 seconds.

•           Change any of your query criteria at any time. The algorithm automatically restarts using the revised constraints and presents an updated solution list.