Lowest strike available for WTI front month crude traded 15x for .01 Probably an industry first. There's 15 more offered there if anyone's interested.
I've been able to front run a couple of his tweets before the Trump-tweet algos trigger...and most of the moves have been fades after the momentum...
I trade a product that has a similar shaped IV curve to the SPX. I don't restrict myself to a fixed or floating skew but instead use an automated...
Even with all that's going on and all the uncertainty, we're stuck in a relatively low volatility environment. The tight bid/asks are great for...
So I ran the SK10 calculations for WTI Crude Oil - SK10 = [Vol(ATM) – Vol(ATM – 10%))/sqrt(DTE). I have a real-time data grid that shows me the...
I haven't traded stock indexes (SPX, NASDAQ-100, RUT, etc) or stock options in awhile. Can someone give me a quick refresher on how their implied...
Anybody have any suggestions on which data provider to use for options data? Other than the obvious historical OHLC, I would like a service that...
I'm trying to incorporate the daily high and low ranges in addition to the closing prices to get a more accurate idea of 1-week and 1-month...
Having trouble predicting and timing the direction of volatility and the shape and slope of the skew intraday as well as long term. If I knew...
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