Quantcha Options Suite
Option Portfolio & Book Manager
Management tools to put you in control of your options.
- Simulate the future value of your options book
- Experiment with changes and compare performance between books
- Discover efficient ways to meet book goals, such as delta-neutral balancing
01
Simulate the future value of your options book
We employ a variety of sophisticated techniques to accurately project the value of your book at any future date. Have options that expire between now and your target? Pick the expiration strategy you want to model and we'll take care of it—with two price-path modeling strategies: linear progression and Monte Carlo.
02
Experiment with changes and compare performance between books
Trying to decide whether to adjust your book? Experiment with any position change and compare how those changes would fare versus your current holdings. As you edit your pending book, we track the exact transactions required to transition from your current portfolio to the new one.
03
Discover efficient ways to meet book goals
Our automated adjustment search finds the trades that meet specific goal criteria for your book. Whether you're balancing your Greeks or earning extra income while keeping margin requirements in check, it makes it easy to find the most efficient ways to get the results you're looking for—such as delta-neutral balancing.
