petersen82 To answer your question, you will need to nail down the missing information. 1) Quantify the market move you expect and quantify...
GarrettKimmel A couple clarification questions: 1) your reference to "previous high"... Do you mean prior BAR high, or prior high Pivot? 2) do...
Erick: If you are trying to zero in on the Theo pricing, you may find it useful to "initially" pick an underlying which does NOT have dividends,...
Erick: I found this to be handy. "http://www.macroption.com/black-scholes-excel/". Have you considered using RTD in Excel to extract the info...
Erick: While not a direct response to your question... I want to insure you are aware that the TOS "Theo price" is a function of their "Implied...
EliteTraderNYC : I traded some 9-day SPX asymmetrical IB's for a while but no longer trade them. With the Shorts ATM, and the longs many strikes...
[ATTACH] It would seem you are not alone with interest in this strike!
TianBa: Free daily OHLC volume data is available from Yahoo Finance and from Quandl. I use Quandl, because more securities and indexes are...
Eric: A few thoughts: DTE: IFF your Duration is accurate, you may consider using something like 40 DTE options, such that you are out of your...
kcgoogler: TOS does NOT support systematic algorithmic option trading. (I heard a rumor they plan to support some algorithmic trading in the...
For any who do systematic OPTION trading, Black Box or Gray Box: Can you share your experience/recommendation on platforms/tools? Or even a list...
Stops should be considered as "lines in the sand" that if crossed means you are committed to some "irreversible? action". -- "The sky is falling"...
They would not divulge any specific criteria. They were very reluctant. I think I was trading between 1K & 1.5K option contracts per month at...
Ditto what "destriero:" said! I use TOS and got $1.00 w/o ticket fee, but was not easy negotiation. I know of folks using IB for their lower rates.
animasinc IMO: #6: (you did not flag) should be (e.) unable to determine. #13: a. {A synthetic short call is created when short stock position...
OTM-Options: Here is what I found: The main event starts at 2:00 p.m. ET, when we get the Fed's decision on whether it's raising its benchmark...
With the FOMC meeting due later today and about 70% odds rates will remain unchanged. I put on the following trade yesterday morning. A simple...
Victory5: For strategies requiring real-time management, I require heavy volume of greater than 20X my size. For more thinly traded contracts...
A "sloppy and non-thought out" rule of thumb I use is: your qty can be up to OI/20. Others here likely have more concrete info.
Nice URL! Can you clarify what the 4 graphs in the "Volatility smile" represent? (I know they are Implied Volatility VS Strike) 2 are Red and 2...
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