Broker or software for executing collars

[Robert Morse]

Correct. You place your limit. If you see the button on the bottom left- it says mid-point. I like to populate the limit with that first and then alter it. On the screen shot, I just choose mid-point. Then you can alter the stock price where it says STK PRICE and the option net price where it says OPT NET PRICE. That then populates the net debit sent to a COB. As this is my SILEXX demo, the only route is DEMO.

But I guess it still is an editable field for the trader to specify his/her own price offer.

 

[Quanto]

Correct. You place your limit. If you see the button on the bottom left- it says mid-point. I like to populate the limit with that first and then alter it. On the screen shot, I just choose mid-point. Then you can alter the stock price where it says STK PRICE and the option net price where it says OPT NET PRICE. That then populates the net debit sent to a COB. As this is my SILEXX demo, the only route is DEMO.

Wait Robert, this is not the same as in the req of the OP. There is IMO a big difference.
The correct method should ask just for the NetDebit or NetCredit, and should include also the stock price in its own calcs. Maybe it already does this all, but it's not very clear (from the entry mask), IMO.
Both variants have advantages and disadvantages, it seems.

This would be the solution: if trader can enter his/her offer directly into the field "NET DEBIT",
instead of first filling the StockPrice and NetPremium fields to compute the "NET DEBIT" field.
It's unclear whether the field "NET DEBIT" is editable, but it much looks like it's only an output field.
It should be made an editable field.

 

[Quanto]

Ok, the above said solutions via broker platform software is one method.

Another method is of course to write some own code (or asking a programmer) by using the broker API, since the APIs usually cover all such possible cases.

And a third method is of course ready-made software written by third party, again using the broker's API of course.