The magic OPRA feed

Discussion in 'Options' started by Random.Capital, Jan 19, 2012.

  1. If you had a magic device that would let you receive implied data at line rate from a line rate OPRA/FAST feed, what would you like to see?

    Per-tick greek recalcs? Alternate volatility measures? "Theoretical" pricing from standard models?

    This is Dr. Crane...I'm listening.
     
  2. rosy2

    rosy2

    where's the ATM straddle in vol terms
    where's the 25 delta puts and calls in vol terms
    where's the ATM puts and calls in vol terms
    electronic eye for complex orders that I can pick off
    :cool:
    Which bid/offers are slow to adjust when the underlying moves?
     
  3. There is technology for institutional/large traders that picks up complex orders screened by strategy and relationship to bid-ask.