Epstein 2 :-)
Ask the Market Maker... :) You can analyse the intraday volumes to get an estimate...
You should offer also trading courses teaching how to use your algos... :-)
XSP (mini SPX) is similar to SPY: both are about 1/10 of SPX. For XSP I can provide you the data as I collect it every trading day (even having 15...
I would like to back-test you... :) And also forward-test... :-)
@destriero once again demonstrated his cluelessness about options trading when he said A LongStrangle, as used in the OP, does not use any...
You can trade the options of XSP (mini SPX) instead of SPY. Unlike SPY, XSP is European Style and Cash Settled, ie. an Early Exercise/Assignment...
I don't believe a word of this Zuki charlatan! :)
What is your source? Just post the link for research by the crowd here. Best is to contact your source and ask them what they mean. Without...
Just curious: why are there no dots alongside the Jan-19 orange line? I guess these dots are the market IVs of the official strikes, right? The...
The solution in the OP uses just 2 xy data pairs (ATM_S; ATM_IV) and (Higher_S;Higher_IV). I have also an extended model that accepts also more...
Fixing a typo in the OP: "Assumption: VolaSmile synchronous symmetric around the data pair ATM_S;ATM_IV" A related research paper: "Smile...
The above code is useful in simulations only (and in backtestings & forward testings using simulated data). Should not be used for other purposes....
The following simple C/C++ function gives the IV for the desired Sx from a Volatility Smile "curve". It's a simple "V"-like model for quick...
I have no clue why and how you think I could be like them. Anyway, enough is enough. Bye-bye!
https://finance.yahoo.com/quote/MPU/profile?p=MPU " Mega Matrix Corp., together with its subsidiaries, engages in the GameFi business in the...
Beware: most of such online female chat contacts are in reality men... :)
BS! I did it b/c of New Year, to give such idots a second chance... :) Another Loser Bites the Dust!... Bye-bye! :-)
It's clear that you are blatantly lying, b/c since you have no clue of options trading then of course everything in the Options forum then looks...
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