There are likely good reasons the spread is wide! I see no value here even if you could get the ASK!
If you post the specific option, you may get more practical responses.
I am unfamiliar with AEX, but guessing it behaves similar to SPX. IFF you are interested in trading Vertical spreads ..., then that zipped html...
Thnx! May take me some time to process adequately. Am close to agreeing with vol being of secondary importance for SPX.
Without specifics from OP, I look at entry last Monday at 11AM Eastern (as OP states Monday AM bullish entry) and I chose 1600 Eastern Friday as a...
If one only knows direction and timeframe, but not magnitude of a move, it is not clear to me how I could create alternative credit/debit spreads...
Knee-jerk response -- {without much thought}: Seems you are trading SPX. The most obvious choice, seems to be simple Vertical spreads. Debit...
Take with grain of salt, as I am not proficient with time spreads yet. You chose the strike associated with where you think the underlying will...
Looks like he has now blocked me as well! The quality of the posts I see on ET should now improve! -- Win/Win
wrong & wrong, but you may believe what ever you wish.
Beware you are considering 210 days, yet you are ASS-U-MEing 0% interest injecting significant error into your numbers, especially as interest...
Ah! you are paying attention! Good eye. YES! See partial response below from my script info. # #hint:<b>Realized Future Volatility VS Implied...
Interesting pursuit! My back of the napkin observations of a few tickers: Looking at prior 5 year daily data... Symbol avgRV avgIV...
Waiting for new entry? Or Waiting to close the position? Assuming the latter, why not roll out in time enough for a better exit. Regarding the...
Thnx! Difference seems to be BSM vs Cox-Ross-Rubinstein! They are using a 365 day per year value, so that was a "rabbit hole".
This seems to match that of OP and differs from IB as well. BTW: This Hoadley model seems to agree with "http://www.option-price.com/index.php"...
After you provided your inputs to that model, to allow us to observe.... It seems you may be correct! -- It may be only issue with their days...
my 0.0002 cents 1) contraction 2) spike (more contraction days than spike days) 3) spike (duh) For all asset classes -- have no clue, as I am...
I am no expert, but you have the wind against you on a few fronts here! 1) You are likely using data from more than one source/derivation (delta's...
If you have a good ATM IV value, you can use this for the 1 sigma move down (EMDwnp) and up (EMUpp). # Where V is the ATM IV, you would set...
Separate names with a comma.