Here is using the link you provided: -- My interest rate is not intended for DTE < 30 days, and I use the 30 day rate so have some error there,...
I think the IV IB is providing is close enough. I did a calculation for the ATM IV about the time of entry and found my computed value very close...
I have not verified the accuracy of your numbers, but just a note or two. If you are using the broker's IV numbers, they are not known for being...
While many options expire at the end of the trading day, some options are tradable up to the close on the day prior to expiration (AM Expiration)....
The advise on using futures seems on point. The TQQQ option liquidity is not optimal and expect you may encounter excessive friction loss day...
In TOS, it may look like this: [ATTACH] If you have a current position, then just select "Current account positions" as your Watchlist.
Those that know what they are doing, typically use terms like "short volatility" in reference to placing a trade that should perform well if...
While I do not know what the author really intended, the term "unpredictable" is typically silent, but implied when referring to option Greeks....
Click the "Left axis" to scale the new plot on left axis. See below: [ATTACH]
If you are making a directional bet on an expected underlying move, but do NOT have confidence on the changes to IV, you may be best served to...
I think it can be summed up as: If you want to compute VIX yourself, you can. -- The CBOE published a step by step guide to do that (their VIX...
IMHO, the implied volatility inferred by the ATM strikes is more precise at inferring the volatility of SPX. Using VIX adds artifacts to the...
Curious if there is a point to this post? If your intention is to understand how VIX is computed, why not observe the white paper that defines...
If you gain trust in the IV provided by the broker, you may be able to gain some insight by looking the the skews. Here is the current skews for...
Is this a hypothetical question; since the option B/A when the option market is closed has little if any reflection of the actual market? (the IV...
Metrics can aid in comparing strategies and modifications to strategies. For some of us, we prefer to understand why something is working as well...
May be beneficial to think a bit more of the metrics that are helpful and well understood in quantifying strategies. This can aid in reduction of...
You can do whatever you want to do! However, different strikes and different expiry's are NOT the definition of a Straddle!
IMHO: Identify your edges, then determine how to best exploit them. As simple as practical but no simpler!
What is your data source? Please post what you are referencing. IFF your source is indicating different IIV for ATM between PUTs and CALLs for...
Separate names with a comma.