Registered: Nov 2008
06-20-12 02:58 PM
Quote from minorearth:
I'm going to begin a subscription to iVolatility.com's Options Scanner Suite here shortly. I'm using it to scan for favorable short calendar spreads where front month ATM/OTM options are trading at lower volatility levels than ATM/OTM back month options which are trading at higher volatility levels. Does anyone recommend another program that searches for the same thing, and does a better or even similar job. Thanks for your opinions.
how do plan to use that info? sell high volatility leg and protect by lower leg?