Effectively moving money from option sellers to option buyers for weekends? (Option buyers get discounts for the weekend if using Monday Expirys?)...
If you view the html file (zipped), you will observe ALL expirations and can observe that Mondays are consistently lower, with the nearer dated...
A zipped html file attached with 0-30 DTE atm SPX IV for about a week of sampling. -- Note the lower IV of the monday expirations! -- The IV...
Monday expirations of SPX are consistently lower IV than other expirations. What am I missing? (I am only focusing on SPX initially, but expect...
Wikipedia content is excellent info! Agree with Robert here. Naked vs Covered: For Calls, think long position and short call (for covered call),...
Buy SPY (or VOO), QQQ, and/or VONG in some fixed allocation, and hold till your retirement. Use the portion of your account you feel comfortable...
With lack of detail provided (Expiration, strike, when you are referring to, etc) it is likely that responses to the post will only be "guesses"....
EOM, Arrived on scene March 1st 2021, [ATTACH]
YES! IMO: I am not a fan of using the "term IV" as it includes a mixture of IVs that is seldom appropriate for my focus. (it is influenced by...
The IV value shown in TOS above and to the right of each Expriry represents what TOS uses as the current IV for that expiration. This value very...
If merely doing a trade: In TOS, one could do something like this entered as a 1st triggers OCO (Just copy&past the three lines below into the TOS...
Curious why your image does not represent your question? An OTM IC would have OTM legs. Your PUT legs are ITM!
Time to expiration is simple. It is merely time to expiration (calendar time, not trading time). If you use the proper IV for points into the...
I ignore non-trading hours as the BID/ASK (which is used for pricing) is not valid at those times. The BID and the ASK is used to derive the...
1) Lower commissions as you are trading 10X the size. (so percentage of trade to commissions is lower) 2) 60/40 Tax treatment for gains 3) No...
SPX weeklies: "https://www.cboe.com/tradable_products/sp_500/spx_weekly_options/specifications/" SPX Monthlies:...
My familiarity is with SPX options. -- so if this is a weekly, then it is 4PM Eastern time for options expiring on that date. (I think most...
If you desire precision, you should know when your options expire, and understand your sensitivity to time. For HFT, time is likely more fine...
I stepped in the additional feature "guru" pointed out (unable to get all legs of the IC on same Expiration if desiring an AM expiry)! -- I did...
TOS has been made aware of the issue and are pursuing solution! -- Not yet, but expect something shortly.
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