/// <summary>
/// Calculate the margin requierd to sell 1 option of the given position data.
/// It calculates considering the situation and relations of entire positions of the given UNL.
/// </summary>
/// <param name="positionData"></param>
/// <returns></returns>
public double OnePositionSellMargin(OptionsPositionData positionData)
{
var symbol = positionData.OptionData.Symbol;
CalculateUNLRequierdMargin(symbol);
var marginData = MarginDataDic[symbol];
//double unlRate = positionData.OptionData.LastPrice;
var unlRate = _appManager.ManagedSecuritiesManager.Securities[symbol].LastPrice;
double strike = positionData.OptionContract.Strike;
EOptionType type = positionData.OptionType;
bool mate = false;
switch (marginData.PutCallPositionRelation)
{
case EPutCallPositionRelation.Equel:
break;
case EPutCallPositionRelation.PutGCall:
if (type == EOptionType.Call)
{
mate = true;
}
break;
case EPutCallPositionRelation.CallGPut:
if (type == EOptionType.Put)
{
mate = true;
}
break;
}
var result = CalculateMargin(unlRate, strike, mate, type);
return(result);
}
private void CalculateATM_IV()
{
OptionsPositionData firstPosition = PositionDataDic.Values.FirstOrDefault(p => p.OptionType == EOptionType.Call);
if (firstPosition != null)
{
PositionsSummaryData.ImVolOnCallATM =
OptionsManager.GetImVolOnATMOption(firstPosition.OptionType, firstPosition.Expiry);
}
firstPosition = PositionDataDic.Values.FirstOrDefault(p => p.OptionType == EOptionType.Put);
if (firstPosition != null)
{
PositionsSummaryData.ImVolOnPutATM =
OptionsManager.GetImVolOnATMOption(firstPosition.OptionType, firstPosition.Expiry);
}
}
private Color GetCellColor(OptionsPositionData pData, out bool bold)
{
//the offset factor from unl for trading, to accomplished the algorithm of "Out of the money" (OTM)
const double offsetFromUnl = 0.1;
var unlPrice = pData.OptionData.UnderlinePrice;
//We divide the offset to 3 step in order to paint the cell accordingly.
var step = unlPrice * offsetFromUnl / 3;
var isCall = pData.OptionType == EOptionType.Call;
var strike = pData.OptionContract.Strike;
//The offset (in points) from the underline. if the strike exceed this number =>
//turn the color to color that symbol the difference size.
var diff = isCall ? strike - unlPrice : unlPrice - strike;
bold = false;
Color foreColor;
if (diff <= step)
{
foreColor = Color.Red;
bold = true;
}
else if (diff <= 1.5 * step)
{
foreColor = Color.Brown;
}
else if (diff <= 2.5 * step)
{
foreColor = Color.Blue;
}
else
{
foreColor = Color.DarkGreen;
}
return(foreColor);
}
protected void HandleOptionsPositionData(OptionsPositionData data)
{
HandleSymbolData <OptionContract>(data, false);
}
