That's a licence to print ! How ???
Why ?
I don't know what the fuss is about. The poster only wants to know how to calc IV realtime ! All you need is a means of bringing a live...
DDE definition; http://www.webopedia.com/TERM/D/DDE.html There are numerous providers of DDE. Once you have the live price in Excel you...
I use a DDE feed into Excel. What do you want to know ?
There is money to be made trading options, but you do have to work very hard at it. Maybe that's why 90% fail - they simply give up when they...
Many thanks. I'm going to re-read it another 20 times.
Just had a little play - that looks very good !
Equity index options (FTSE100). Prop trading and here is exactly what I'm after..... When I enter a new spot price into the BS model, it will...
Sure, appreciate that, just trying to come up with best practice. No stones left unturned, and all that.
Thanks. Do you use some sort of formula to re-calculate option value using the new IV, or do you input it manually into the model ?
25d ?
Sure, but I think I could change the "strike" input of the Corrado-Su model to that of the underlying (fed from a dde link), so that the vol smile...
That looks really useful, thanks. Welding it into the BS model though might prove quite challenging - I can see lots of circular references...
Where the volatility smile for any particular option month is known, how, or using what formula, is the option price change <i>solely</i>...
Yes, I know it is. I think most of us here know it is. I understood your argument (+ 1 or 2 other posters) to be the contrary.... namely that one...
Much appreciated. And in particular...... The expectancy is longer zero - it's just gone positive ! Agreed, but not as a result of your actions !...
Maybe, but this expectancy debate is in the context of markets being random, future prices that cannot be predicted, and options being priced on...
If you can explain how that can be done PRIOR to a favourable move in the underlying I'll eat my hat (literally in front of you) ! D-V, this is...
I've never worked there, so I'll assume you're right. I just find the psychology strange - On the contrary, I would have thought the guy that is...
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