Hello, I found this chart that I think, - shows the "risk free rate". I am not sure if I can find a symbol name on that chart?...
That is interesting! When you say "near 30 DTE", I think of that 1 option contract only has 30 DTE one day of its life. So I wonder there, do you...
I think I have come up with a C# solution to calculate the implied volatility. I post the C# code below. However when I input the current values...
>> Are you sure you have your chart set to Daily bars, and are using a minimum of 1Year time frame. Yes, we use the same chart there with daily...
>> The IV for the underlying is calculated by mathematically combining the ATM IV of the options. As far as how to do this, it depends. Some...
Stepandfetchit, Yes my question was a little diffus there. What I am looking for is the "ImpVolatility" that TOS is using. For example when...
Hello, I wonder if anyone has the formula for "Implied Volatility". I am googling and only find very complicated examples. I am looking for a...
I still struggle with the ROI. I can't find anywhere on the internet where they explain what can be a good entry condition when considiring the...
>> In actual trading you don't know what your % win will be going forward This I know. The question is purely mathematical. If I cant understand...
Hello, There seems to be an important thing I don't really understand when it comes to ROI for a credit spread. I have seen the below...
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