Testing Greeks

Discussion in 'Options' started by met1989, Apr 22, 2019.

  1. met1989

    met1989

    Hey
    On TOS there is a function of on demand to test historical pricing but the Greeks are not possible to test is there any where I can test it?
     
  2. You are correct! -- If using OnDemand, you can get OI, Volume, B/A, but not the greeks or IV. You can try to calc the greeks yourself OR, if you are OK with EOD only, you can use "thinkBack", which does support Greeks!
     
    Adam777 likes this.
  3. met1989

    met1989

    What is EOD?
     
  4. EOD is for End Of Day
     
  5. ask Athena, All joking aside, which greeks do you want to backtest on what issues...?
     
  6. I think, end of day pricing...