This is more of a 'hail Mary' quest, as I expect any data may be aggregated, and loss of detail that would make the information not useful for me....
Monday expirations of SPX are consistently lower IV than other expirations. What am I missing? (I am only focusing on SPX initially, but expect...
Since there is NO ETN Forum, please pardon my post in this EFT Forum. If you have, or have reference to spreadsheet validating sequence thru...
Underlying: SPX Been there done that <below) 1) TOS stability (via RTD) reliability has become near unusable. 2) TDA-API does not support...
I am trying to understand how SVXY price is impacted thru the VIX Futures change-over each month. This should be in the Prospectus, but my eyes...
Recently TOS terminated their ThinkScript lounge after hours. No posts permitted. Does anyone know if a substitute forum popped up anywhere for...
Looking for viable options for addressing off-shore piracy of trading materials. This one seems to be operating in India. Any successful options...
CBOE LiveVol historic option data includes BID and ASK for underlying. When underlying is ^SPX, what is the source of that info, as ^SPX is not...
Note: EOM options expire on the last business day of the month. Looking for Year, month when they came into existence! Nevermind! Found it....
This question is not for Traders, but for the very limited subset of folks coding Option backtests or complex option positions. I am looking for...
Looking at VX Futures (front month) on 12/16/2014, which should be the last day for trading VXZ4 (the front month), TOS references VXF5 instead....
[ATTACH] The above is from the CBOE, but unable to find detail on what precisely the yellow highlighted references mean. Or better, point me to...
I would like to understand why the data reported as "PREV CLOSE" via NYSE (probably also other sources) is invalid over the weekends. One would...
Looking a bit more closely at PUT Implied Volatility for some instruments, specifically focusing on SPX and RUT initially; there appear to be well...
Consider the case of using Black&Scholes model for extracting the individual strike/expiration IV for known Option prices. (Solve for IV) 1)...
I am seeking a better understanding of why SPX PUT IV surface seems logical with respect to moneyness and DTE, but SPX CALL IV seems very odd!...
I have been looking at some equity IV surfaces and encountered this one, that I don't yet understand. This is a representation of the PUT IV...
For those of you that trade options on securities, where your quantity of contracts is a high percentage of the open interest and/or volume, can...
I am looking for Historic Option pricing data which at a minimum includes Daily prices. I would like history to go back as far as possible (back...
For any who do systematic OPTION trading, Black Box or Gray Box: Can you share your experience/recommendation on platforms/tools? Or even a list...
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