Recent Content by blueplayer

  1. Option quotes stale in ActiveTick

    I know I know, but it is cheap and convenient most of the time. But today there is no realtime option information for pretty much any symbol, in...
    Thread by: blueplayer, Mar 27, 2017, 0 replies, in forum: Data Sets and Feeds

  2. Binary Options: how serious can be trade them?

    Another thread that I'm very late. I guess because of the huge amount of scammers back in the mid 2000's binary options got a terrible name. But...
    Post by: blueplayer, Jul 18, 2016 in forum: Options

  3. Historical SPX Option Data

    This is one is not free but it is from the CBOE (and inexpensive in a sense): http://www.marketdataexpress.com/dataSearch.aspx They sell two...
    Post by: blueplayer, Jul 18, 2016 in forum: Options

  4. Long and Short ATM Straddles are Dead Money - But a very accurate indicator of future stock movement

    I'm a full week late to the discussion, but here is my contribution, the cost of the ATM straddle is not really any indication of the implied 1...
    Post by: blueplayer, Jul 18, 2016 in forum: Options

  5. Simple option trading question...

    I don't think so, I posted the comment quite some time ago but I'm pretty sure that the main gist of the post was to highlight the excess variance...
    Post by: blueplayer, Jul 17, 2016 in forum: Options

  6. Strangle Management?

    The whole concept of splitting a complex position once it goes bad is truly not an ideal one. Doing this is the equivalent of closing the winners...
    Post by: blueplayer, Jun 30, 2016 in forum: Options

  7. Selling delta 3-5 ES Puts with 40-57 days left

    The option simulator from ToS is mediocre to say the least, most of the IV calculations for index options are wrong in fact, and it doesn't really...
    Post by: blueplayer, Jun 18, 2016 in forum: Options

  8. How To Trade Volatility

    Ironchef, having a position with gamma = 0 kind of defeats the purpose of doing volatility trading as you won't be able to profit from changes in...
    Post by: blueplayer, Jun 1, 2016 in forum: Options

  9. Huge Delta/Risk discrepancy between IB and ToS

    Just one observation here, ES options are now mostly European style. The only american expiration styles that still remain are the quarterly...
    Post by: blueplayer, May 30, 2016 in forum: Options

  10. Selling delta 3-5 ES Puts with 40-57 days left

    Man you should listen to Maverick, his strategy is vastly superior to what you are describing here. The whole thing can be summed like this: If...
    Post by: blueplayer, May 20, 2016 in forum: Options

  11. What is a power options?

    Lots of benefits, that is why big markets for them exist. I would say that in the FX world most of the derivative volume is in exotic options. In...
    Post by: blueplayer, May 14, 2016 in forum: Options

  12. Delta arbitrage ?

    There are still plenty of edges in options, for instance no one can actually agree what future realized volatility will be, so right there you can...
    Post by: blueplayer, May 11, 2016 in forum: Options

  13. What am I missing here? (calender straddle)

    Another thing, giving that M reports earnings there is an expected collapse in volatility. From a simple cumulative variance calculation the...
    Post by: blueplayer, May 10, 2016 in forum: Options

  14. What am I missing here? (calender straddle)

    From the picture you attached it looks like bad price data for the front month. The call at 92% IV and the put at the same strike at 70% clearly...
    Post by: blueplayer, May 10, 2016 in forum: Options