Strategy Optimization Tool in OptiView | OptiView
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What is the OptiView strategy optimization tool?

OptiView's strategy optimization tool* searches the option chain for contract combinations that match user-defined objectives and constraints. Users configure Greek targets such as Delta, Theta, or Vega alongside risk limits, and the optimizer returns a ranked list of candidate strategies. Strategy optimization requires an OptiView Plus subscription.

How strategy optimization works

  • Set an optimization objective: maximize, minimize, or target a specific level for Delta, Theta, Vega, or Gamma
  • Define constraints such as maximum capital at risk, net premium limits, or Greek exposure bounds
  • Enable deep search mode to expand the search across a larger set of contract combinations
  • Review the ranked results table and select a strategy to preview in the payoff chart

Optimization objectives

  • Maximize or minimize net Delta to control directional exposure
  • Maximize or minimize net Theta to optimize the daily time-decay profile
  • Maximize or minimize net Vega to manage implied volatility sensitivity
  • Target a specific value for any Greek to match a predefined strategy profile

Limitations

  • Optimization searches within the currently selected underlying and expiration date
  • Deep search increases results coverage and takes longer to complete

Related Questions

Strategy Builder
Can I compare options strategies side by side?OptiView allows users to compare up to three options strategies side by side within the options strategy builder. Users can analyze payoff, risk, and position structure across multiple strategies in parallel.
Subscription
What is included in the OptiView Plus plan?OptiView Plus is the paid subscription tier that unlocks features beyond the free plan, including unlimited strategy comparisons, the strategy optimization tool, local volatility surface analysis, and scenario stress testing. OptiView Plus is available at $20 per month or $100 per year.