I'm interested in quotes of current ATM options for 30 stocks, without regard to the rest of the chain. Is there a simple way to track the ATM...
I don't think so. Risk free rate should be the amount you would pay in interest if you borrowed money to own shares of the stock during the life...
Thanks, makes sense to use the same term. I'm most interested in terms of 1 to 4 weeks. Using the data from IVOLATILITY you mentioned, I could...
In calculating option prices with black-scholes, is there any consensus on what should be used for the continuously compounded risk free rate? I...
Speaking of IB, they say they have insurance above that offered by SIPC: https://www.interactivebrokers.com/en/general/account-protection.php "In...
If the option I wrote is deep ITM at 5:29:29, can I just buy the stock at 5:29:29 to avoid holding a short position over the weekend?
I've gathered from reading posts that most equity options stop trading Fridays 4pm EST, the deadline to exercise is 530pm EST, and firms are...
Thanks, that's useful to know. I assume you mean hedge the long call by shorting stock. So in the case that the stock becomes hard to borrow,...
Yes, my error, I meant to write deep ITM options. I'll edit the post
I've noticed that a lot of OTM call options have bid prices that are below intrinsic value. If I sold at the bid, is the risk of early assignment...
Thanks FSU. If this all happens after the close of the trading day, what price am I borrowing the stock for? Does the brokerage charge me the...
Thanks James for the follow up to your situation. Do you know what would have happened if IBKR didn't have any shares to lend you (as you...
Let's say I requested to exercise a call option on Friday 345pm EST, would I obtain the stock and be able to sell it in seconds? Or does the...
I've been comparing SPX options and ES future options on my IB account. It appears that ES options have much tighter bid/ask spreads. Is that...
Makes sense. I notice that a lot of the volume for SPX are for strikes ATM. Are these for leverage? I can picture far OTM strikes acting as...
All true, and why most options expire worthless. But when the stock moves fast, the loss for an option writer will be much more than the win from...
I read on many blogs/websites that there's a "house advantage" to writing options, because most options expire worthless, etc. I don't see how...
Does anyone know where I can purchase historical data for future emini contracts that includes all Level 1 data, including bid size and ask size?...
All level 1 data should include the best bid and ask price available, and that should be the same across all brokers or data providers. Only...
Fed plays a role but the market would not be where it is now if investors weren't looking forward, and it wouldn't react to treatment news more...
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