Excellent idea. I'm a young boomer without crazy computer skilz. An idea I could implement would be a daily snapshot edited into a Youtube vid. I'm going to start capturing this tab daily and get one of my kids to assist. There will definitely be eye-rolling involved.
The lines are set at 4 days step, I guess that is multiple expiration days. Have you tried to set that function on volatility step, 3 or 4 steps of 5%?
Breakers must have just added to the horror. Like standing there frozen, unable to do anything as the giant anaconda creeps closer and closer and closer... Good shit for those who can sit on the sidelines with the popcorn.
There is a lot going on in the TOS analyze tab. There are 4 lines each representing 7 days forward. The dates are color coded in the lower left of the graph. The breakdown in the lower panel shows that I'm losing 8 net long puts that will expire May 31. 5% of what though?
If you or your kids speak Python, I can share some of my finance notebooks. You can generate whatever plots or surfaces you want, and even animate them.
```import matplotlib.pyplot as plt``` Although I've also been known to dabble in ```from mpl_toolkits.mplot3d import Axes3D```
Volatility steps, instead of 7 days line step, you can select volatility steps, 5% increment (which might be default). As your highest risk is probably an immediate fast drop and IV spike.
No. I had bouts of short convexity until May 2022. Been long in that tail to varying degrees since then.