I'm initially trying to apply it for "EventTrading" (ie. stock has high ATM IV b/c an event is due soon, like FDA decision etc.). For this I'm...
CBOE writes this on Complex Order Handling via their Complex Order Book (COB) and Complex Order Auction (COA) :...
You must be kidding! :-) It must be automated and use data of many years to test on, must be fast, not so a$$-slow like a spreadsheet or any...
I'm doing the same, ie specializing in stocks with High ATM IV options. Just finished the tests/research etc, and beginning to apply in practice....
If the data is intended for trade decisions, then best is not to be that much dependent on this data, ie. the volume. Is just an approximate...
Here's my manual solution: Using YahooFinance options data (see posted screenshots) Also snapshot data from TDA is available for verification.....
That's true, but in a CashAcct doing it both together requires big cash, ie. (S - SC.Pr) + (SP.K - SP.Pr). Just the CC is enough for me.
Nobody, not even ORATS, can know the future volatility... :) It's always just an estimate, a prediction. But one can simulate some values and see...
You are wrong, as usual ! :) B/c in OC you can very well specify the day in the field "Days from Today". And just right of that field, you can...
Actually you have replied to an old draft of my posting. I had later deleted that passage. And you are really doing eveything the hard way. I said...
You have to know the PnL curve, ie. you need to engineer it to your liking by adding LongPuts, if it makes sense also LongPuts with different...
Example: With SAVE Jan-19 options with Call K=15 or 15.50 or 16.50 as a CC you would make 23% proft (by taking the offered Bid! Not even using...
Can you pls clarify what you mean by the above. Why do you think is such an Assignment good? IMO, to get assigned is never good. But then you...
When I say High ATM IV, then it not necessarily means to sell the ATM strike. It rather means for filtering/finding tickers with high IVs: if it...
There is nothing unethical to do but educating the people (about birth control and family planning etc.) via TV etc. And this already works, so...
Thx, just as was suspected by me... But: did you try it also by shortselling options of tickers with high ATM IVs? Like ATMIV > 200 ? But such...
You are taking the sentence out of context. What does doing so tell about you?...
https://www.telesurenglish.net/news/Argentines-Protest-Against-Mileis-Unconstitutional-Decree-20231227-0008.html [ATTACH]
Their sicko logic is: w/o you (and many millions, and even billions, like you) there will be fewer carbon emissions... :) They, ie. a bunch of...
F Santa! :) Can you give me a link about which wheel strategy you folks talk? Is this a good one?
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