If I made an app like this, will you use it?
Input:
Getting market data...
Calculating, Please wait....
This combination will offer best Credit
Output:
Or does this already exist?
Or am I over-thinking this?
Input:
- Target Vega$ : ________
- Target Delta$: ________
- Target Gamma$: ________
- Target Theta$: ________
- Target Vanna$: ________
- Number of Option:________
- Maximum Margin:________
Getting market data...
Calculating, Please wait....
This combination will offer best Credit
Output:
- Buy, 1, Call, Strike 201 , Tenor d1
- Buy, 1, Call, Strike 210, Maturity d1
- Sell, 1, Put, Strike, xxx
- Short underlying, 500...
- ...
Or does this already exist?
Or am I over-thinking this?