It would be very useful to link or group the DTE of multiple option legs so that Optimizer treats them as one shared parameter.

For strategies such as iron butterflies, iron condors, butterflies and vertical spreads, all legs generally need to use the same expiration. Currently, optimizing the DTE of one leg leaves the other legs fixed, while adding each leg’s DTE as a separate optimization dimension produces every possible mixed-expiration combination.

For example, testing only three DTE values across a four-leg iron condor creates:

3 × 3 × 3 × 3 = 81 tests

Only three of those combinations have all four legs using the same expiration. The remaining 78 produce mixed-expiration positions that are not the strategy being tested. With a 50-test limit, even this very small DTE test cannot be run.

Ideally, users could assign several legs to an “expiration group” or select “use the same expiration as Leg 1.” OOptimizer would then sweep that shared DTE once and automatically apply it to every linked leg.

For example, testing every DTE from 14 to 60 should require 47 tests for the complete position—not 47 separate choices multiplied across four legs.

This would make DTE optimization practical for virtually every common multi-leg, same-expiration options strategy.