List Trade
ModelRoute enables you to generate a large number of options orders intelligently and quickly.

Using List Trade, you can:

• Select an entire portfolio or extract a subset of a portfolio by creating a Sleeve.
• Formulate option orders for each of the components comprising the portfolio or Sleeve by assigning certain common variables:
  - Common Expiry Date for each component order.
  - Strike Price configured for each component (e.g., ATM,
    10 % Out-of-the Money, 20% Out-of-the-Money) adjusted
    based upon the component’s Last Sale price.
  - Configurable volatilities that may be Historical, Implied
    or adjusted Historical or Implied.
• Designate a hedge ratio for the portfolio or Sleeve.

Based on these input variables, you can formulate a large number of individual options orders with common configurable parameters and send them to a liquidity destination. You can execute each of the component option orders individually.