I know I know, but it is cheap and convenient most of the time. But today there is no realtime option information for pretty much any symbol, in...
Another thread that I'm very late. I guess because of the huge amount of scammers back in the mid 2000's binary options got a terrible name. But...
This is one is not free but it is from the CBOE (and inexpensive in a sense): http://www.marketdataexpress.com/dataSearch.aspx They sell two...
I'm a full week late to the discussion, but here is my contribution, the cost of the ATM straddle is not really any indication of the implied 1...
I don't think so, I posted the comment quite some time ago but I'm pretty sure that the main gist of the post was to highlight the excess variance...
The whole concept of splitting a complex position once it goes bad is truly not an ideal one. Doing this is the equivalent of closing the winners...
The option simulator from ToS is mediocre to say the least, most of the IV calculations for index options are wrong in fact, and it doesn't really...
Ironchef, having a position with gamma = 0 kind of defeats the purpose of doing volatility trading as you won't be able to profit from changes in...
Just one observation here, ES options are now mostly European style. The only american expiration styles that still remain are the quarterly...
Man you should listen to Maverick, his strategy is vastly superior to what you are describing here. The whole thing can be summed like this: If...
Lots of benefits, that is why big markets for them exist. I would say that in the FX world most of the derivative volume is in exotic options. In...
There are still plenty of edges in options, for instance no one can actually agree what future realized volatility will be, so right there you can...
Another thing, giving that M reports earnings there is an expected collapse in volatility. From a simple cumulative variance calculation the...
From the picture you attached it looks like bad price data for the front month. The call at 92% IV and the put at the same strike at 70% clearly...
If your software is showing that, then it must be due to the way it mark options after the close. Most sane brokers mark the options to mid:...
All is due to put call parity. In European options put call parity *must*always hold which in some cases means that deep in the money calls can be...
As long as put call parity hold, you should be OK. The only problem is making sure that your margin is fine so you are not forced out of your...
I posted about that case here when it happened. It was very real. The hard lessons here is don't use portfolio margin with IB if doing defined...
Scrooge, portfolio margin doesn't have a preset formula and at IB PM doesn't take into account any type of static hedges (options hedged with...
Well even though I don't remember at what level I closed this trade. It is safe to assume that it was a total loss (even more because I never...
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