The profit/loss overlay projection should be relatively conservative with respect to assumed realised volatility. A lot of traders place combos due to a trigger event, which is often associated with higher implied volatility, and when this drops off the decrease in value of any out of the money combos or naked positions is exaserrated. By taking a conservative approach with respect to assumed future realised vol you will assist traders have a more realistic expectation of decay in time value etc. The new functions all look good and work well. Nice one
Disclaimer: Investing carries risk. This is not financial advice. The above content should not be regarded as an offer, recommendation, or solicitation on acquiring or disposing of any financial products, any associated discussions, comments, or posts by author or other users should not be considered as such either. It is solely for general information purpose only, which does not consider your own investment objectives, financial situations or needs. TTM assumes no responsibility or warranty for the accuracy and completeness of the information, investors should do their own research and may seek professional advice before investing.
