I will take a look. I started a td ameritrade account
No, google sheets. However, I implemented a black scholars tool using google apps script, kind of like Visual Basic for excel. However, apps...
Yup, that's the graph I was looking for! Thanks. There seems to be meaningful variation in the 10 day IV, within the 10-day life of the option....
Trade 5: Bear Call credit spread on SPY, 23 DTE. Short vega - expecting IV to calm down after today's spike (VIX to 19), so if SPY rises and vol...
Interesting. Here's a plot of ATM IV, for 11, 50, and 100 DTE. You can see the slope of the ATM IV vs DTE increasing and decreasing. It looks...
Yeah, I like that dude's stuff. I need to watch (or re-watch) that video.
For the last 20 days I've computed (using sticky delta) a volatility surface -- IV(K-S,DTE) -- for SPY. (20 days is a pathetically small dataset,...
The information here is golden. I really appreciate the expertise dump, which you probably can't get in a book. I know they're paying you all...
Thanks. I originally had this formula in my Franken-sheet, but the normalized vega values so often seemed to be zero, that I thought I had an...
@jamesbp sorry to be dense, but would you mind clarifying this formula for net normalized vega? Say I have: long option 1 with 80 DTE and...
So I'm stoked that the smart dudes responded. And I have not (yet) seen the word "dumb" used, so at least there's that. Maybe people are just...
I wouldn't bother trying to decipher the numbers. The point I was trying to make is that the ATM call skew is highly variable with time. Here's...
I don't believe I will manage the iron condors or the calendar spread. I will probably close at 10-15 DTE, or if the underlying makes a big move...
SPY ATM IV curve almost flat. Bet on steepening. [IMG] [ATTACH] [ATTACH]
me while trading: [ATTACH]
I saw what I think is an opportunity and I made a trade (SPY). (It was a calendar and I know I'm only allowed to trade verticals, but hey...)....
Generally speaking, is there much of a reason to trade vertical debit spreads, other than explicitly betting on an increase in IV?
Haha, guess I'm just motivated to lose money even faster? :rolleyes:
Diagonal call debit spread on SPY [ATTACH] [ATTACH] [ATTACH]
I realize that a diagonal is not a vertical, strictly speaking, but with that one extra knob to turn, they sure are versatile. In your opinion,...
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