Why ? Interested in your logic for trading "0DTE NQ DITM covered call" ?
Wide Bid-Ask quoted on ICE are standard, but can usually trade at near Mid-Price Weekly Options ... there are Weekly Options (Flex Options)...
Brokers ... I use ADM as phone broker, ICE lists other brokers https://www.theice.com/equity-derivatives/retail-brokers Platform ... only one...
No, just Index/Equity Options More accurately ShortVega rather than ShortVol
FTSE a better index than SPX to trade ShortVol / Neutral-Short Delta Strategies [ATTACH]
Peter Hoadley's software is superb, and I would have used it rather than create my own, except he stopped importing FTSE Options a long time ago,...
Apologies, I cannot really help with recomendations for a trading platform for UK Options as I now maintain/develop mine for personal use only....
Primary reasons that I trade FTSE Options are 1. When I first started trading options as retail: ... TOS would not open Accounts for UK based...
Just for the record, FTSE Option-Chain populated with Real-Time prices at 8:00:46AM today [ATTACH] [ATTACH]
The ICE Exchange have provided "Real-Time" FTSE Option Prices for at least 3 years, and despite relatively wide quotes, can normally trade withing...
They used to be 15 minute delayed when provided by Euronext/Liffe, but are now provided in Real Time by ICE Exchange Like you, I have only traded...
You can get "Real Time" Option Prices for UK (FTSE100 Index/Equities) for No-Charge directly from the ICE Exchange...
Implied Move does NOT equal ATM Straddle *0.85 This is just TastyTrade nonesense peddled to the masses Take a simple example Spot = 100 Time =...
StrikeFromDelta = UnderlyingPrice *EXP((NORMSINV(Delta*EXP((RiskFreeRate-Carry)*TimeToMaturity))*-1)...
Long Stock / Long Put synthetically equiv to Long Call at same Expiry / Strike as Long put But in my experience you are wasting your time with...
No problem, it is still one of the best 'strategy summaries'.
This one ?
https://www.hoadley.net/options/options.htm
$Div = Spot - Strike + Put - Call + interest %DivYield = iRate - (LN(Fwd/Spot)/(DTE/365))
I suspect that you are simply re-inventing the wheel here. The reason that you could not calculate IV was that the deep ITM put option price was...
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