Most of the options are covered before expiration date, and so you got 85%. This data is not so useful because most options might be covered at a...
I wonder if the s&p future volatility is the same as that of the s&p index.6+
I know some free software. I'm just curious why they are different. In some other software, you just need to enter S, X, IV, T. Other...
I knew that. I want the exact formula.
Hi, I heard we can use the delta to find the probability of option being expired. Anyone knows the exact formula? Thanks.
Is there a theoretical price of ETF?
Does it mean that the price of ETF (SPY, DIA, IWM etc) is lower than the corresponding index by a fixed percentage?
So both thinkorswim and optionxpress offer DDE links?
I have observed a difference between spy and $spx everyday. Say for example when spy = 122.85, $spx is 1223.87. Isn't spy is 1/10 of $spx?...
cnms2, Thanks. How do you connect your VBA or excel to real-time datafeed? I am using ameritrade, and there is no way to export the real-time...
Just wonder if we can use it without internet connection. :) Is there anyway we can link it with real-time data? Or are there similar...
cnms2 Thanks for the link. This seems a very useful tool. Can we download it and get it free?
Thanks. How will vega respond to change in stock price?
Can anyone give an insight what will change vega? I observed a big change of vega from -400 to -360 in just several days.
How can you become a member of a JBO? What is the proper career path for one who thinks he is good in option trading? I am considering trading...
Does it mean I have more option contracts for the same capital? As a retail option trader, which broker will allow u to trade using haircut, and...
Is this coming from IB, free?
very nice analysis. Where do you get the hv, iv and option price data or charts? How do you plot the strategy payoff? Which software do you...
I use the option888 site to get the info and I believe it is the first measure. I shorted the options when the iv was high (after the market...
Thanks for your advice. The delta is calculated using iv. I have played with the position simulator, and understand my risk very well. I...
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