Any open source options backtesting software (minimal features will do) https://elitetrader.com/et/threads/...ing-software-minimal-features-will-do.327371/
"I like to sell options against big moves and way OTM and I like to get the top tick or close to it for the day. My scheme works OK. On NVDA today (3/24/2022) I got a call off at 1.60 which was top tick for a while until someone sold at 1.66. (4/14 340 Call) My method as shown in the picture uses an arbitrary Vol Expansion of 15% and an estimated top price of the stock off the chart which works OK. I know the best way to try and figure the top price is by using vega but I don't know how to estimate the implied volatility that the option would be if the stock got to the projected price to apply to the current option price at the current stock price. Any help would be appreciated." https://www.elitetrader.com/et/threads/day-trading-options.365808/page-3#post-5567651 https://www.elitetrader.com/et/threads/day-trading-options.365808/page-4#post-5584122 > Volatility Surfaces Modeling in EXCEL https://financetrainingcourse.com/education/building-implied-local-volatility-surfaces-excel/
https://www.elitetrader.com/et/thre...u-like-post-it-up.356297/page-13#post-5425085 Matt says: "An options trade to take advantage of this high IV vs ex earnings IV is a time spread or calendar." https://www.elitetrader.com/et/threads/measuring-implied-volatility-earnings-crush.366635/ The Calendar Play Book https://www.elitetrader.com/et/threads/the-calendar-play-book.322441/page-3#post-5424577
Historical Options Data Download https://elitetrader.com/et/threads/implied-volatility-rank-futures-options.366297/
Feel like I've stumbled across a gold mind with this thread... it may take me a while to get through all the pages though!
Options How to buy low and sell high Volatility https://www.dogpile.com/serp?q=Options+How+to+buy+low+and+sell+high+Volatility Options How to trade Volatility https://www.dogpile.com/serp?qc=web&q=Options+How+to+trade+Volatility
'Simple' options day trades buying calls or puts. https://www.elitetrader.com/et/thre...al-beer-cash-2022.364094/page-28#post-5600930
Creating a synthetic short stock with long call(s) and long put(s) possible? https://www.dogpile.com/serp?q=Crea...ck+with+long+call(s)+and+long+put(s)+possible https://www.elitetrader.com/et/thre...h-long-call-s-and-long-put-s-possible.368085/
John Carter trade options interview https://www.dogpile.com/serp?q=John+Carter+trade+options+interview
Thanks to all for all of the links in this thread It would also be really cool if there were some good courses to recommend for hands-on training