By this you are operating on old data, so what do you want to achieve? Smoothing the timeseries when doing backtests? That's curve-fitting, and...
For S=473, IV=50, DTE=8 one gets these results for -1SD and +1SD: S=473.0000 IV=50.00 DTE=8.00(t=0.021918) rPct=0.00 qPct=0.00 z=-1.00 -->...
Ok, got it now: price at -1SD and at +1SD, right. BUT I think your numbers for -1SD and +1SD cannot be correct if you take IV=50 and DTE=8, as...
I was thinking the IVs in the screenshot are correct, but that the OP was thinking that some are "out of order". The truth is: the shown IVs from...
You are right.
IMO there is nothing wrong. IV for strike is calculated from the actual Bid/Ask for that strike. So the IVs are independent of each other.
IV = sigma * 100 :D And yes, 1 sigma = 1 SD Black-Scholes uses the IV (actually the sigma), and is something different... :) Hmm. that's...
AI will never be capable to replace good programmers, b/c IMO AI is dumb like shaet, and will always be so :-) Only the simple minded people fall...
I find both useful, but one objection against 3D seems that in 3D some data can get overshadowed (covered, hided) by other data, especially if...
Hmm. I don't get it. You better should elaborate when you make such crypto-like claims in a public discussion forum. So then you can only mean...
@wxytrader, there's an even more frightening nightmare horror possible: :) https://www.investopedia.com/terms/c/conc.asp fugit! :)
You surely mean the Early Assigment Risk of the American-style options. FYI: this is for short options only, not for long options. So, you should...
Anybody know a list that shows all the currently available options expiration dates, incl. LEAPS, for all listed US tickers w/ options? Something...
It's not the topic. US brokers usually accept clients/traders in/from Europe. The only difference is the tax stuff (countries/regions have...
I guess it uses the "yfapi" with the BASIC plan (costs $0) for max. 100 API calls per day. Or maybe uses an own API for extracting the data from...
Another reason could be if it was AON (All Or None).
Kudos, a good intro... :) The military is "sucking the nation"; just compare how much a basic thing for/in the military costs, compared to normal...
So, you can use an API to get the data, but cannot parse & filter the received data? You maybe should hire a programmer to do it for you. Parsing...
One drawback of the above ShortLadders and the LongStraddle is that they work best if DTE is extremly short, like <= 5. This is impractical b/c...
Dont't have TWS anymore, so can't say. But FYI: there's a IB/TWS specific forum here: https://www.elitetrader.com/et/forums/interactive-brokers.92/
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