If you find useful information on accuracy of option volume, please post. If we find data (option volume) varying broker to broker, it seems...
K. I see that now! I just pulled up TOS and get a different set of numbers for option volume for that contract series. It is possible the data...
general comment: When posting something like this, it is helpful to provide a clue to what is giving you concern, if you really expect feedback....
Hm! I seem to recall something similar when I was trading less liquid products/ETFs in the past. However, don't recall seeing this occur on...
marsman: Your statements make no sense! 1) I use TOS, who DOES provide Bid/Asked during and After market (after market is static, but present)....
Who is your broker?
Looking a bit more closely at PUT Implied Volatility for some instruments, specifically focusing on SPX and RUT initially; there appear to be well...
Ah! Great!
I do NOT understand why you remain confused. Re-read what Open Interest is and how it is reported. Look at your own post above, where they (OCC)...
Here are a few captures of the OI and Volume at market open and at market close. Note the OI at market open and market close remains unchanged....
marsman: look more closely. To satisfy your curiosity, examine the price at fixed times. For example you look prior to market open (good), but...
K-Pia is correct. The reported OI remains constant during the day and is updated after trading. Volume, should be as expected.
A few questions: 1) What granularity of data do you require? Is Daily adequate? 2) How much history do you require? 1 Month, 1 year, 10...
IMO: Yes! You CAN implement a STOP LOSS on an option. However, you need to think thru what you want to happen, and what the practical limits may...
IMHO: I have not tried to analyze IV intraday, so may be missing something important. However, I think what you are observing should be expected...
Not having any idea on the underlying, it could relate to some upcoming event. Else, volatility should be in contango, with slightly higher IV...
Shay: You may have different needs, so this may not work for your purposes. My backtest's have a desired starting date, and a required ending...
Shay: I have been "pruning" stocks that do not have current data, which seems to provide the same function.
For simple trading strategies (needing only daily closing prices), it is quick and easy. The PnL graph is handy. You may wish to take a peek at...
While not really an adjustment (pardon the slight diversion), OptionGuru's statement "...makes no sense to close that leg because it's so far...
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