Hi, has someone got a recent list of all US options with ATM IV% and with a marking for Weekly/Monthly? The lists at/from CBOE have the tickers and company names, incl. weeklys, but are w/o the IVs :-( Ie. a list (CSV is ok) like: Code: Ticker, Call_ATM_IV, Put_ATM_IV, Weekly/Monthly, ... ... The IVs can also be averages over some # of days. Actually I already have such a list, but only for Weeklys (about 634 tickers), what's missing are the tickers that don't have any Weeklys (ie. the classic Monthlys).
Implied volatility is so black-scholes. I have a new model that is far superior and doesn’t even require strikes.
Update / New developments: I'm hopeful to compile such a list myself and post it here tomorrow or so. It will have all the 5869 or so tickers on the CBOE list.
The strikeless option revisited? If IV goes to infinity an option doesn't require a strike anymore...
"Strikeless Options" is an unfortunate misnomer, it rather shall be called "AnyStrike Options" as the trader can specify any strike he/she wishes. This indeed works, I already tested it, but as said (in other thread) there is one last piece missing for which I at the moment don't have time due to other important stuff, so I postponed it for later. But it surely will come soon or later... Promised to friends & foes!