But you must be mistaken. Since 1999 on average once out of every four *DAYS* QQQQ pulls back >1% (compared to previous close), so youâd be...
I wasnât addressing anyone in particular, just always notice the bookworms piling up when âgammaâ is mentioned. No offense please. So...
Aah, I didnât know this was you. [IMG] Circ. = 4 * side
Nice analysis. You noticed there is 14,607 OI on Feb 30 calls as well right? When were these initiated? I will do some number crunching this...
For the IV, divide the number of days to go by the strike price, then take the root. Keep us posted about your site!
It must be the grace of online anonymity that allows such honest, unrestrained ignorance. Itâs a pity the âpeople who claimâ¦..â line just...
actually they use Binomial (100 step) for Am, BS for Eu
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Thanks for your reply. Yes itâs happened, as described in the example, but also with execution ending up at AMEX, which turns out better...
Absolutely. Problem is that I start off as a maker (at BOX in my example) and end up as a taker (at PSE), turning a rebate into a fee. To me it...
At IB option exchange fees are charged separately from IB commissions (unbundled pricing), and for Penny Pilot Issues both BOX and PSE charge...
Well, I was referring specifically to IV calc's of which (almost) all versions are iterative (loops). Calculate enough contract IVâs...
Glad I could help. BTW I have found the IB numbers very reliable. I have used them for a while now in Excel (through DDE) where they even have...
You can choose to view volatilities in either daily or annual percentage terms. On the Configure menu, select Misc and then select Volatility...
Imp Vol (%) is the simple IV of the options that you're looking at, you know what that is and what you want it for :)
I wouldn't trust anyone who can't even format a simple message reply.
I understand your reasoning but arenât you splitting hairs, especially with penny spreads? Meaning the difference in bid/ask delta showing up...
Opt implied Vol is a 30 day estimate indeed (which Iâve never used). However Imp Vol (%) is a per-contract IV calc based on current bid/ask...
In OptionTrader Configure -> Option Chains. If Imp. Vol is not mentioned in Available Columns then click Show Disabled.
He ran through a hundred and thirty million dollars -- his cash reserves, his savings, his other stocks -- â¦. He had to mortgage his house. He...
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