You have no clue what John means. He compares two buyers, you compare a buyer and a seller. And he is right: from bearish to neutral = from...
Vanna Ok MTE, now let's see your Vomma.......:D
Itâs no problem, just remember vanna, the only greek that really mattersâ¦..:)
No no, that's Kappa....
Nice article indeed, no doubt that's the "thing". Let's just call it Elasticity and avoid the babylonian greek....
Lambda is described in Natenberg p. 123 as Elasticity and is also called Omega: Lambda = omega = (underlying/option)*delta Iât exactly...
Well I never watched it but just did and almost missed that 10-sec commercial for optionshouse.com. $9.95 flat fee, unlimited contracts. Am I...
Only way would be to import historical options data into a stand-alone backtesting program (not tradestation). Challenge might be any contract...
Two suggestions: Have you tried saving such webpage (HTML only) and opening in Excel? It may look messy but if there is a consistent daily...
https://www.interactivebrokers.com/Universal/servlet/Registration_v2.formSampleView?ad=penny_option_pricing.html If another participant in the...
I think thatâs correct: early exercise data are not made public. Specifically a openinterest DE-crease that is larger than the dayâs volume...
dt06, exercise/assignment happens overnight and transferred shares will not âprintâ; consequently anything printed is not related to exercise....
double RC ?? Reverse Cowgirl ?? :confused:
Aha, harry (aka linda), the randomwalk spammer. Good work, roberk.
Seems he canât do it. You can start any combo by setting your overall volatility, calculate theoretical prices, view your P/L graph and then...
Thanks Wayne, I actually tried that one. Amazing 3-d graphs, very nice interface, but no volatility input or output, except one overall for all...
Hmm, seems the thread is actually generating business for hoadley! Meanwhile googling âhoadley options importâ leads me here: Version...
basis I don't get it. So anything let's say, below $70, does not entitle you to asking questions? After all it's only 70 bucks? I got a few...
No man, seriously. He doesnât provide the import info beforehand because âit weeds out the tyre kickers and time wastersâ, literally. âThe...
Importing aside, what makes it "damn good"?
Separate names with a comma.