Software Seen on the spxyderware web pages.
History of the software.

OptionFI Version 1.0 is a new build which takes some pieces from smaller test models and attempts to form a new organization of the material and a new interface. The work began in March 2006 and continued thru the end of 2006. The Tabsheets are called Market Makers' Money, One Date, Data Matrix, Averages, and AMP (at the money premiums). This software contains advanced use of 3D graphs. The FI suffix stands for Faders' Index.

OptionPH Version 1.0 is a new build that took a fresh look at how the data was to be handled. The development was begun August 2004 and most of the work completed in during 2005. Where OptionBT used a set of pointers and allowed the data files to be named according to the choice of the users, OptionPH requires a strick adherence to a directory structure and file names which are formatted specifically to be used in the data search routines. This eliminated the old pointer (stack pointer) system which required its own stack pointer editor. In the new way of doing things all the data files had names like 'SPX.12Dec05.dat'. All the directories were divided by month and then year. The structure needed to get to a specific data set was 'C:Data\Data Set Archive\SPX 2005\SPX December 2005\SPX.12Dec05.dat'.
OptionPH (Price History) took on the task of duplicating the MACD, Stochastic, Rate of Change, and Relative Strength as found in the book "Trading For a Living" by Alexander Elder. There were several features that had to do with the imaging of volatility and there was a conscious effort to study the time only spread. This all occured in the 2005 time period. What started out as an effort to change the way the data sets were handled grew to a significant level of sophistication rivaling OptionBT in size and complexity. Probably the most interesting of the new studies embedded in OptionPH is the one called Show Me the Money(SMM). Here a value is computed for all the puts and all the calls which is the sum of the product of the average of the bid and ask value times the open interest for each option. These two large dollar figures are plotted over time. The result is a picture of how the total money in these options is divided and how it changes.

OptionBT Version 5.0 builds on version 4.2.2. The version was declared updated early June 2002. The upgrades were many. The Tabs which were added were the OM and OB. The OM tab is for OpenInterest Matrix which is dependent on a Data Set Stack for historical data. The OB tab is for the Omega Bias which is a new and unique way to look at all the puts and calls at once with emphasis on volume or open interest (selectable). The MMM underwent considerable changes to add graphics and totals. The [F7] DSS Editor was enhanced. The overall color scheme was softened. The DockF was enhanced with a [Qty] button and a [B/A] button. Numerous changes in the way the DockF and Client windows are controlled in terms of the Z-order of the windows were incorporated. The interactive password was added. The list of parameters required at startup was moved from the .ini style container to the Windows Registry entry. An installer was added and a set of demonstration data was developed to support the first time installation. The Help files for the V5.0 release went thru a massive upgrade that now contains double the content of the earlier version.

OptionBT Version 4.2.2 is the first release of OptionBT. The first complete version was declared complete January 31,2001. The version 4.x.x designation is a result of the fact that there were three previous attempts which began in the early 90's and for various reasons failed to achieve acceptable critical mass status. The earliest of the early versions was developed in Assembly Language on an AT machine with a whopping 4meg of memory at a blazing 8 megahertz. This was followed by a Turbo Pascal version and then a Delphi 3 version all of which were powered by a data feed called Radio Exchange from Telemet America. The early feed was FM radio and later a satelite dish. With the advent of the internet in the late 90's sources of data became a non issue. Now it was a question of presenting the data in a fashion which would allow the user the best understanding of the process of index options trading. This version is compiled using Borland Delphi 4.   

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