TOS - how do I get greeks at the time of a trade?

Discussion in 'Options' started by sync, Nov 22, 2008.

  1. sync

    sync

    Is there a way in TOS to figure out what the greeks were at the time I put on a trade several weeks ago? I can look in Thinkback but there was a huge market move after I put the trade on.
     
  2. I don't know about TOS, but you can use an option calculator.

    Insert the correct number of days remaining, stock price, option price, interest rate, dividends, and you will get the implied volatility and the greeks.

    Mark

    http://www.cboe.com/LearnCenter/OptionCalculator.aspx
     
  3. sync

    sync


    I know an option calculator will work but I'm still curious to see how to do this in TOS.
     
  4. MTE

    MTE

    I don't think there is a way, unless you know the underlying price and volatility at which you traded, then you can use the analyze tab to get the greeks.
     
  5. sync

    sync

    It never occurred to me that the analyze tab would work with dates in the past.

    I should be able to get price but don't know how to get volatility for that particular time.

    I guess this would also be an issue for Mark's solution.
     
  6. MTE

    MTE

    Actually, if you know the price of the underlying then you can find the implied volatility by matching the option theoretical price to your trade price (i.e. just adjust the volatility up/down until you arrive at your trade price) and then you can see the greeks.
     
  7. sync

    sync

    It looks like TOS charts only provide intraday data for the last week. So I guess I can't get the price from there like I thought.