@GarrettKimmel thanks for answering. I have already calculated that. What I am not sure is how to remove my arbitrary number of 10%. I am thinking...
Hi, I am able to get the Deltas for the list of options. However my level of risk it is discretionary i look for 90% probability of profit. I am...
Yep you need to pay a month to get market data depth for options in Interactive Brokers. Well it is 3 times cheaper than getting it from...
@globalarbtrader This is great. This is getting me the structure of what I need. From the data that come from the TickOptioncomputation TickType,...
@stevegee58 You are right, a quick look in google it shows me that tickOptionComputation will return the greeks. However I still not able to find...
Agree, But if I want to calculate them i need the black scholes data as well. Like the real-time underline price, BID/ASK, VIX those are not an...
Hi Everyone I haven't been able to find a good example using Interactive Brokers API with the python library ibpy to get the full detail of the...
Hey eusdaki, Did you were able to hook zipline with ibpy? if so could you shed some light? thanks in advance
Separate names with a comma.