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How about providing EFS and DDE functions for an option's Black-Scholes value, implied volatility, and the greeks? These values are already provided by eSignal but cannot be used directly to write any custom studies for the scanning of optimal option spreads. It would also be useful to have funtions that returned the current value of the VIX and an underlying's historical volatility for a programmable period of time.
Unless you can do all of the analysis required to find optimal option spreads to sell/buy in your head, in a few micro-seconds, the Options Montage is of very little value.
Unless you can do all of the analysis required to find optimal option spreads to sell/buy in your head, in a few micro-seconds, the Options Montage is of very little value.