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  1. Anyone using the hoadley XL add-in?

    Appreciate it! You know: let's say today I have Nov 10 's data in a .txt file, can I easily import these? That's the issue.
    Post by: nonprophet, Dec 8, 2006 in forum: Options

  2. Anyone using the hoadley XL add-in?

    Yes it looks good but the trial version features are very limited and unable to clear up this specific issue for me. Thanks for your note.
    Post by: nonprophet, Dec 8, 2006 in forum: Options

  3. Anyone using the hoadley XL add-in?

    Anyone using the hoadley XL add-in? Is it possible/easy to import historical *options* data? For example to analyze a vol. surface of some time...
    Thread by: nonprophet, Dec 8, 2006, 34 replies, in forum: Options

  4. Forward Volatility and Volatility Surface

    In my opinion that formula is incorrect, or incomplete. The basis of the formula, I assume, is the equation Vol2^2 = (Vol1^2*T1 + Vol3^2*T3...
    Post by: nonprophet, Dec 4, 2006 in forum: Options

  5. Forward Volatility and Volatility Surface

    Grant, When you write SQRT(a)/b then of course b is not included in SQRT. Your earlier forvol formula also is not correct. It should be:...
    Post by: nonprophet, Dec 2, 2006 in forum: Options

  6. Forward Volatility and Volatility Surface

    Grant, in both formulas in cells B3 and B8 you have SQRT and parens a bit messed up. B3 should be: =SQRT((E2^2*C2-D2^2*B2)/(C2-B2)) (B3 just...
    Post by: nonprophet, Dec 2, 2006 in forum: Options

  7. Forward Volatility and Volatility Surface

    miscalc: forward vol = 7.94%
    Post by: nonprophet, Dec 2, 2006 in forum: Options

  8. Source of Option time & sales data?

    That’s correct. I recently asked about this in the IQFeed forum: http://forums.iqfeed.net/index.cfm?page=topic&topicID=1121 (3rd post...
    Post by: nonprophet, Nov 23, 2006 in forum: Data Sets and Feeds

  9. Anyone used the penny prices from IB yet?

    Thanks for bringing me up to date on this. Unfortunately one cannot just hit the bid or lift the ask. Will a (SMART?) market order be executed...
    Post by: nonprophet, Oct 26, 2006 in forum: Options

  10. Options Expiry Cycles

    I recently asked the OCC for a complete list of expiration cycles (of all optionable stocks). Much to my surprise there isn't such a list,...
    Post by: nonprophet, Oct 16, 2006 in forum: Options

  11. Shares Per Contract

    Here are recent contract adjustments: http://theocc.com/market/infomemos/info_memos_form.jsp 3-2 splits in particular usually result in 150...
    Post by: nonprophet, Sep 28, 2006 in forum: Options

  12. CBOE Open/Close data

    Thanks def, that’s very interesting. In view of this I agree with MTE that the open/close data seems quite reliable. The question of what %...
    Post by: nonprophet, Sep 11, 2006 in forum: Data Sets and Feeds

  13. CBOE Open/Close data

    Those would be the ones that provide the truly reliable open/close data. I will check with IB if indeed the software does this. This I find very...
    Post by: nonprophet, Sep 11, 2006 in forum: Data Sets and Feeds

  14. CBOE Open/Close data

    Thanks MTE. I’m sure you are correct about the clearing house having the info but I don’t think this is CBOE’s source. They literally...
    Post by: nonprophet, Sep 10, 2006 in forum: Data Sets and Feeds

  15. CBOE Open/Close data

    The new CBOE data service provides “Open/Close” data, previously not available to the public. This data separates transactions into open...
    Thread by: nonprophet, Sep 9, 2006, 7 replies, in forum: Data Sets and Feeds

  16. Spin offs

    a search for "spin-off" in http://theocc.com/market/infomemos/info_memos_form.jsp will give some examples of what *might* happen....
    Post by: nonprophet, Aug 19, 2006 in forum: Options

  17. research

    Serious limitation is that $600 only reports CBOE transactions, which is about 30% of stock options volume (referring to the “Open Close” data...
    Post by: nonprophet, Aug 15, 2006 in forum: Options

  18. Being Assigned after expiration...HELP!

    I am not with optionsxpress so cannot log in, but if you refer to this info http://optionsxpress.com/educate/opt_symbols.aspx#weekly then...
    Post by: nonprophet, Aug 6, 2006 in forum: Options

  19. Being Assigned after expiration...HELP!

    I think weeklys expire on Friday http://cboe.com/Products/indexopts/weekly_XSP_spec.aspx and were settled at 1288.95....
    Post by: nonprophet, Aug 5, 2006 in forum: Options

  20. Volume and OI: some help needed

    Good point freehouse. If there’s no symbol change like in 2-1 splits, OI will double. Additional exercise will in fact somewhat lessen the...
    Post by: nonprophet, Jul 31, 2006 in forum: Options
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