Nah it's good thinking, I was a bit cofused since both sides had the same Implied Volatility. They (Exchanges) Derive the Probability Density...
So Mistery solved! Heavily scewed Distribution to the downside/right-scewed. The PD is a Implied Probability Density in TOS/derived from Price...
edeltapro is one the few websites that offer options backtesting. you want to act like a twat, get treated like a twat
nvm be on your way
:D
edeltapro.com only uses Delta for it's backtesting
Can you elaborate on that? Call and Put ATM Prices are the same, how am I supposed to come to the scew if I price a synthetic Call/Put?
No mate I only sell Options on high IV Stocks, they are usually at around the IV LvL that the AXSM is right about now
I was kind of suprised the market didn't took a dive when the 15 days to slow the spread was one uped to 30, but apparently the market priced that...
Yeah usually it will be between 2-3% not 15%
I'm looking at Probability OTM and Delta Column on the Strikes I marked in the Screenshot. Delta should be equal to ITM and 1-Delta=OTM...
Today Oil Inventories came out mate. 2 1/2 hours ago. The same time spx futures took a dive
I It's still at 58% for a 0.3 delta
Hi the Ticker was AXSM and I saw it last week in TOS.
I've been trading Options again and I'm getting unreal Delta to OTM Probability Ratios. Call Side 0.3 Delta =0.85% OTM Probability Put Side...
5. TPB - Tobacco Products, Other Post Corona if this is up I will give up my hope for Humanity
I thought the FED is stepping in so that producers won't sell at a loss just to take it off their storage. I think I read some crazy notion that...
No worries, If you would have called it giving up the upside risk I would have gotten what you mean. Since ppl think this is the bottom, I'm...
R is used widely in the Finance Industry. If you want to market your skill some day, I would go with R
Upside risk? You have a Call at a lower strike price
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