This release expands Copilot's analytics with a new premium view, a new seasonality chart, and two consolidated charts that bring related views together in one place.
Prices Tab
- Added a new Premium in % of notional price type in History, alongside Implied Vol and Premium. Expressing premium as a share of notional normalizes for the underlying level, making it comparable across time and price regimes.
- Distribution, average, last value and percentile rank all update with the new price type.
- New Expiry Seasonality chart, showing how comparable options behave from current DTE through to expiry.
- Select a trade leg and strike type, then choose the output: Implied Volatility, Realized Volatility, Volume or Open Interest.
- Each historical expiry is plotted as an individual line against normalized DTE, with Max, Mean, Median and Min envelopes overlaid to show the typical path and its dispersion.
- A Seasonality toggle narrows the comparison to expiries in the same contracts of the year.
Transactions Tab
- Option Wall History and the Option Wall Forward Curve are now a single chart. History is shown by default; click any day on the chart to open the forward curve for that date directly below it.
- Synthetic Positioning now covers futures and options in one chart. Use the Instrument selector to switch between them without leaving the view.
General Improvements
- Quote Parser now supports additional message formats, improving recognition of pasted quotes.
- Faster calculation times across pricing and risk.
- Numerous bug fixes, plus stability and performance improvements across the platform.
As always, thank you for your feedback. Many of these improvements are based directly on customer suggestions and are designed to make day-to-day workflows faster and more reliable.
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