Hey all, I near solely trade SPX weekly options. Vertical spreads specifically. I bring all of the live bid/ask pricing into a live excel sheet...
Hello there. Thank you for your help. I did try that and it did not change the refresh rate. I tried making it very large. After entering a new...
I don't doubt that. In my case, it is because I am live calculating, using mostly SPX options, and have set it up to be able to shift between...
Hello, I recently flipped over the the new Excel sheet for streaming live prices. The stream is actually, believe it or not, too fast for what I...
Hello, I am wondering if anyone knows where I can find (paid or free) historical implied volatility data for futures. In my specific case, Crude...
Hello, I am putting together a quant strategy for a 1-week hold/trade and am thinking of adding historical RSI values to narrow my results. I was...
Interesting. So If I was looking at an ATM option, in the morning, with a week expiry (Fri-Fri), with a theta of 1.0. I would most likely see a...
Hey all, I am trying to strategically calculate some strategies that incorporate's the actual time decay during the trading day. I am using the...
Hey all, I'm hoping to get your thoughts on whether you think the VXX weeklies premiums are more closely related to the movement of the current...
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