Modeling FAQ

Where can I talk about modeling with other OO members?

We have a discussion channel on the Discord, called #tests-strats for discussion of strategies. That's a great start.

If you're not on the Discord, you should join!

How do I know when new features are added?

We post them in the releases channel on the Discord. If you're not on the Discord, you should join!

I have backtesting tier but want to add modeling. How do I do that?

The self-service portal in the web-app itself allows users to change their subscription status or tier at any time. Check it out.

What pricing model does the platform use?

The platform uses the Black-Scholes model to calculate estimated option prices and Greeks (Delta, Gamma, Theta, Vega, and Rho). The Implied Volatility (IV) values used in these calculations are sourced from the OPRA data provider.

Why is there a difference between the P/L shown on the chart and in the right sidebar?

The discrepancy you may notice between these two displays is due to different data sources:

• Right Sidebar: Shows real-time profit and loss based on live market data directly from the OPRA data provider. This reflects current option prices.

• Chart: Displays profit and loss calculated using the Black-Scholes model. This provides theoretical pricing based on the model's assumptions and parameters.