Try: http://www.crimsonmind.com To get recent daily changes for a specific strike I use this method: Enter any quote (say: msft) then click...
Excel is also a good backtesting tool. spy, straddle, fly, backtesting, jwcapitalâ¦. This rings a bellâ¦. Similar discussion:...
Some links/sites from few months back (from ET forum): http://www.elitetrader.com/vb/showthread.php?s=&threadid=121798&perpage=6&pagenumber=2
Summary: spy 132 April straddle could sell 7.5 last month. I have Iron Butterfly 125-132-139 (selling straddle and getting protective puts/calls)...
It makes three of us. I did short straddle for SPY 132 last Friday but I did not follow to the short straddle plan and I wasted money on...
Too late to edit my post. I am a âfree stuffâ type of amateur options trader/analyst and <b>I should not post a comment âunbeatable...
I was also looking for csv and I found that: 1. CBOE is the place for current data (download the file option):...
jwcapital, I agree with you in most of the points and I am glad someone took time to confirm my âfindingsâ and apparently used it in...
1. Protection to the downside by buying puts so that there is almost no downside risk (strike of puts = strike for selling puts/calls - initial...
Quick update and new test results. 1. My spy selling call and put for March 2008 for $8.2 strike 135 is still $1.7 ahead (even with all the down...
Thanks segv for pointing me in vol. risk premium direction: Googlegives a lot of pdf research documents (a lot of them deal with currencies) but...
Attached Excel file sort of suggests I was using real market data with bid price (no slippage) (excel has also ask price but I removed volume and...
Wayne, You are so right about Jan expiration (it looks obvious - after the fact - from the excel I attached that I had a typo in the only manual...
To partially answer âthe questionâ what is better: buy or sell options, I did 28 months test for SPY with the following methodology: If price...
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