IMO: I prefer to examine if some trading strategy could have been successful in the past before wasting time (and/or money) with it in forward...
yakyakgoose : I have similar experiences. By investigation of a result or observation that is unexpected, I often gain understanding that may not...
I am very curious why the SPX PUT Implied Volatility "appears" to ignore SPY Dividends! -- rmorse made comment that TOS does not include...
See my current setting below for reference: [ATTACH]
Which algorithm did you select in TOS for use in your Greeks? -- Individual IV, Volatility smile approximation, or fixed per dte? -- Compare...
blueplayer: I understand. That is why I am looking at traded prices during the last 5 minutes of trading (prior to 4:00PM Eastern) for resolving...
Thanks to all for your comments and feedback. There is a lot of information posted that is in conflict to what I currently believe to be fact...
rmorse: I am unable to find support for your statement. It could be true, but as a test, I looked at the following as a near ATM monthly SPX...
Hm!!! Can you enlighten me regarding SPX options referencing ES future VS SPX? -- I recall you mentioning this before to someone, which went...
I will attempt to explain. Typically, when you look for information on implied volatility surface you find reference to OTM and ATM options...
I am seeking a better understanding of why SPX PUT IV surface seems logical with respect to moneyness and DTE, but SPX CALL IV seems very odd!...
Shay: I am a bit confused why you are focusing on the price of the option, instead of the IV of the option. If you focus on the IV, that is the...
Shay: I just sent you a zipfile with the data and graphs privately!
Shay: I have been working on something (for a slightly different purpose), but along the way am producing some insightful info with regard to IV...
Duh! You hit the nail on the head! Thnx. Sometimes it is difficult to see the forest for all the trees! ;-) -- Dividend caused the step! --...
Since there were some comments regarding liquidity that seem to be misplaced, I am posting the picture again (this is 30 min prior to close), with...
Longthewings: Thnx for your feedback. Unclear if your comments resolve the anomaly (which may be data or my coding error). I just re-plotted...
panzerman: I agree. Most likely I have an error, or the data source is faulty. Attempting to resolve, but do not have reliable data source to...
I have been looking at some equity IV surfaces and encountered this one, that I don't yet understand. This is a representation of the PUT IV...
IMO: trading non-liquid instruments can result in non-optimal results!!! There is insufficient data provided to give a more comprehensive...
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