Scroll to the very top of the screen you're looking at and click on "Options Analysis," then put your cursor over "Impl vs. Hist vols."
The exchanges won't give you greeks, but do provide EOD settlement prices which - for most purposes - are better info than EOD bid-ask spreads.
Will your futures firm let you speak directly with a broker in the options pit, and put orders in that way? That's probably the only way to get...
Yeah, if it's wild volatility you crave, the ED won't do it for you. The volatility isn't as low as it seems though - that low volatility is...
CME Eurodollar options, hands down. T-bond and t-note options trade electronically, but in some cases (back months, certain spreads) you may...
Well I have to admit that's pretty interesting. Until now every time I read about "abusive short selling" I thought "Yeah right." I had no idea...
BTW IQFEED - if you're taking requests - a huge hole in your service is the fact that I can get settlement prices for options on futures for the...
Well hallelujah! What else did you add recently?
You might find 10 good spreads not correlated to each other, but it's unlikely they would all be at extremes and therefore playable at the same time.
Well like I said, ya gotta base your trading on something, and this relationship strikes me as potentially the germ of something worthwhile. Of...
I actually think that spreading S&P IV against DAX IV at extremes is a better bet than doing so with a currency pair. There's nothing really that...
It's just a spread, not an arbitrage.
Well sure the correlation could break down. Sure the spread could power through the previous high or low without pausing or hesitating there....
Nice chart! Definitely shows a correlation, but it's hard to see exactly how far apart the spread gets. I would chart the spread itself going...
Models are actually based on years and fractions of years until expiration. If an options calculator asks you for days to expiration, it then...
Liberal? Authoritarian? The only label I can consistently apply to Blagojevich is "nut." Honestly, I can't figure out what the guy wants, or...
Forget 10% - if you could make 2% per month safely and consistently you'd beat the pants off Warren Buffett and everyone else. Hedge funds would...
Mind you, I haven't tried this. But let's suppose you looked at how much IV typically increases prior to earnings reports, and determined the...
Rudolf - this is really the point at which you have to start observing this stuff for yourself and coming up with your own answers. Once you've...
Some of ivolatility's stuff works, some does not. I demo'd their ranker which supposedly scans for stocks with the steepest upside and downside...
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