mizhael, there is no free historical options data besides the sources that you mentioned in your post. But a quicker way can be using the...
Over the short time period, if you have an opinion on delta you should probably go long options, or do debit spreads closer to the money...
Well, I can add that your golden strike is not constant in delta. Golden strike increases in delta with expiration and volatility.
Check out http://www.matlabtrader.com/
What happened IV_Trader? Can you update us on the model portfolio performance?
Minimizes or maximizes? And maximizes area in terms of what? Also what does area mean? Certainly it is not the expected return... I'm totally lost...
It does? How did you figure the are under the option curve?
X-axis is the strike. Blue line is the price of a call option (I picked some parameters like stock at $100, 1 month to expiration and 30% vol )...
Here's a graph of what you looking at. I've never seen it discussed or studied. Honestly I don't the intuition behind it, would you care to elaborate?
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