It has nice screeners but does not show what I am looking for. I am looking for percentage/absolute volume change and price change for each market...
Hi, Is there any place to find trading volumes by sector, find most traded stocks within a sector and compare volumes between stocks? cheers, Sam
I figured this one out. Bigger time value will result in bigger deltas as we get closer to the money.. if we take the percentage change in delta...
A correction - Assuming constant volatility, the extrinsic value will be highest at ATM. I am looking for explanation behind rate of change of...
By definition (2) is true. But I am looking for explanation behind rate of change of delta (the gamma). Why does it vary and why does it become...
Hi, I have some confusions about some options graphs. I've attached the graph of option price vs stock price, delta vs stock price, gamma vs...
you turned 5k starting balance in 2004 to a gain of 800,000 thats pretty fking impressive.. thats a return of 16000% over 6 years. That is better...
neke, would be great if you could post the biggest gainer/loser trades.
If you go through the platform documentation, reference guide and implied spreads, it should cover everything you need to know about these markets...
I thought your so called "trick" was based on BSM formula? Are you saying your trick came before BSM?
The globex site has plenty of information on market microstructure, specification and pricing for futures. Here are some useful links: cme...
cool thx
Thanks. This is good. It would be even more useful if they could provide a bigger list, and allow some filtering by market cap in Xtreme report....
Thanks. Nice site for screening stocks. But it doesn't show information relevant to options such as implied volatility. Secondly, I did some...
Hi, Where can I find stocks with high implied vols? I looked at a number of sites such as ivolatility.com, optionseducation.com,...
I think you should patent your intellectual thoughts.
Theoretically, it is the probability of the option expiring in the money however it does not consider any market risk. Here is BSM interpretation...
I just didnt bother to think about it... but its simple i got it. Anyway thi is irrelevant to this discussion thread. Thanks to sambian for...
Can you share the trick?
I think that could be explained by the skew between put and call deltas in general but not sure (don't know theory behind it). However, the delta...
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