HPB Options

Equity and index options trading decision support, risk management and execution platform. Risk metrics, option Greeks, delta hedging, execution algorithms, position tracking and option chains. Connecting to Interactive Brokers IB API Gateway.
Screenshots

Main Features

  • Trading equity and index options on the exchanges around the world like USA, Europe, Asia
  • Optimized for options selling delta neutral strategies
  • Tick by tick calculation of all relevant risk metrics and option/portfolio Greeks
  • Custom implied volatility rank calculation
  • Compact web based UI presenting all information in a condensed form
  • Realtime update of all information utilizing message queues and websocket technologies
  • Predefined risk parameters per underlying like min/max delta, min/max gamma, max allocation, etc.
  • Automated delta hedging with the underlying security or equity/index CFDs
  • Placing opening/closing option orders from the UI with one click
  • Better fills by utilizing order execution algorithms
  • Position tracking and sorting by underlying or expiration
  • Option chains for the underlying updating on tick by tick basis
  • Connects to Interactive Brokers Gateway utilizing IB API

Fields Description

Underlying

Underlyingsymbol, security type and currency of the underlying instrument like stock/ETF or index
Dhenable/disable automated delta hedging
Pcurrent underlying/CFD position
Plprofit/loss for the open CFD position
Bsbid size
Bidbid price
Askask price
Asask size
Lastlast trade price
Lslast trade size
Vlmdaily traded volume
Closeprevious day closing price
Chgdaily price change percentage
OptIVoption implied volatility for the underlying
IvChdaily implied volatility change
IvRkimplied volatility rank, 0-100
OptVmoption volume per underlying
OptOIoption open interest per underlying
pnumber of open short put contracts per underlying
pnumber of open long put contracts per underlying
cnumber of open short call contracts per underlying
cnumber of open long call contracts per underlying
D1pportfolio delta per 1% price change of the underlying
G1pportfolio gamma per 1% price change of the underlying
Dcombined portfolio delta per underlying
Gcombined portfolio gamma per underlying
Vcombined portfolio vega per underlying
Tcombined portfolio theta per underlying
Tvsum of option positions time values per underlying
PnLtotal unrealized profit/loss per underlying
Allcallocation percentage calculated from the margin requirements of the open option positions

Orders

Secsecurity type of the instrument traded, e.g. OPT, CFD
Undunderlying symbol
Symbolsymbol of the trading instrument
Expirationoption expiration date
Roption right, P - put, C - call
Soption strike
Bsbid size
Bidbid price
Askask price
Asask size
Lastlast trade price
Lslast trade size
OrdIdorder id
Actionorder action - BUY, SELL
Qntorder quantity
Typeorder type - LMT, MKT, STP
Lmtorder limit price in case of a limit order
Adptenable/disable adaptive order execution algo
Fillorder fill price
Srcorder source, UM - underlying, PM - position, CM - chain, RDH - delta hedge, OOR - external
Stateorder state - New, Working, Completed
IB Statusorder status as defined in com.ib.client.OrderStatus enum
PermIdunique order identifier
Hbused in the order heartbeat check

Positions

Secsecurity type of a position, e.g. OPT
Undoption underlying symbol
Symboloption symbol
Expirationoption expiration date
Roption right, P - put, C - call
Soption strike
Dnumber of days until expiration
Pposition size
Mrgposition margin requirement
PnLunrealized profit/loss
Itmoption in-the-money (intrinsic) value
Tvoption time value
Tpctannualized time value profit percentage (divided by strike)
Dltoption position delta
Bsbid size
Bidbid price
Askask price
Asask size
Lastlast trade price
Lslast trade size
Volumedaily traded volume
Closeprevious day closing price
Chgdaily price change percentage
ImpVoloption implied volatility (annual)
OpIntoption open interest

Chains

Strikeoption strike price
Itmoption in-the-money (intrinsic) value
Tvoption time value
Tpctannualized time value profit percentage (divided by strike)
Dltoption instrument delta
Bsbid size
Bidbid price
Askask price
Asask size
Lstlast trade price
Lslast trade size
Vlmdaily traded volume
Clsprevious day closing price
Chgdaily price change percentage
IVoption implied volatility (annual)
OIoption open interest