Especially when we want to know the absolute difference :D
ΔOI = OI[0] - OI[1]
OI change is greater than volume ΔOI > volume for OI > 0 and volume > 0 and ΔOI - volume > 0
I'll give the point the the demon :D But it's an interesting take.
REGN. Thoughts ? A bit late to short but strong momentum. [ATTACH]
I am referring about OI change at the end of the day. Sometimes OI change is 1000 while volume is only 500. I know OI is updated EOD but over the...
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Sometimes OI change is greater than Volume. How is it even possible ?
50 cents spread more or less ? The value depends ... Traded on yesterday for 3$
10$ round turn maybe. Can check on IB they have event contract also.
That's the value of the ±1% IC around last price over 1 week. Constant IV. Need to study this a little. [ATTACH] [ATTACH] Assuming I buy on the...
Well ... I don't really have a volatility model. Guess I'll just pass on ICs if the IV or implied move is higher than the estimate based on...
I'll try different tenors targeting the daily / weekly close but currently I think more about it as a binary event (SL/TP) vs managing the...
That's a good point. Bracketing all the closes with ICs isn't a winning strategy. IV should be higher than future realized volatility. More...
Found the greeks. Should be fine if it stays within the guts. I understood that IV should be low / decrease. Now if price is running through them...
I need to understand more in details why would 0DTE be for gamblers and why would 7DTE be considered more reasonable. I think it depends ... 0DTE...
Thought about bracketing the 16th and 84th percentile of the last Nth daily closes. By definition it has ~2\3 winrate (on paper) and ~1/1 payoff...
[IMG] [IMG] [IMG]
My ass. [IMG]
I understood that gamma & vega hurt the guts (short volatility) but if I wait until expiration ... path dependence wouldn't matter. This mean you...
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