Options: Straddle
Author: mcfalwell
Creation Date: 12/2/2014 3:28 PM
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mcfalwell

#1
Does anyone know if the Options module of WL allows you to say, sell a straddle in an index every Monday and hold to expiration or explore other stop measures? I've only used WL for equity backtesting.

Thanks!
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Eugene

#2
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mcfalwell

#3
So what's the use of getting historical options data if you can't test it?
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Eugene

#4
Are you asking me or was your question rhetorical? I have created a data provider for a 3rd party feed that delivers options data among the rest (i.e. a side effect). We never positioned WL as options-enabled product. The rest is up to the users willing to program their options logic. It's not impossible - just should be complex enough:

ChartScript Family - Option Scripts