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Plotting Straddle mark prices in ToS or IB?


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Posted

Hi everyone,

 

Do you know of an easy way to plot the price of straddles, strangles, verticals, etcetera, in either ToS or IB?

 

I'm not talking about the P/L charts, but the actual historical value of complex orders.

 

I can't seem to find it.

 

Thanks in advance

Posted

This is how I usually do it in IB:

 

Right click the spread --> Charts --> New Chart --> Set options --> OK --> Chart this combo now

Posted

Thanks for that. I use TOS a lot though, can any TOS users chime in as well?

Posted

Once you have the symbol, TOS will take any mathematical combination of symbols, though it gets messy.

So for example, without testing, weekly straddle on AAPL ATM should chart as: .AAPL130222C460 + .AAPL130222P460 

Posted

Thanks. I wish there was an easier way, strange that TOS doesn't implement something so simple.

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