We need Des back to deal with Option newbs

Discussion in 'Options' started by MarkBrown, Feb 6, 2025.

  1. Sekiyo

    Sekiyo

     
    #101     Feb 9, 2025
    Drawdown Addict likes this.
  2. VOLdemort

    VOLdemort

    I left for 18 months or so after a massive two year run with almost no sleep. I was trading but not posting.

    Force of will. The more loser fvcks like you want me gone the more I will gut it out. I simply refuse to lose.
     
    #102     Feb 9, 2025
    sprezzatard and taowave like this.
  3. volpri

    volpri

    LOL just have to say it. You sounding more and more like Trump somebody you can't stand. LOL
     
    #103     Feb 9, 2025
  4. VOLdemort

    VOLdemort


    For someone wanting to put me on ignore you seem to be having a hard time with it. I think I'll revisit your journal.
     
    #104     Feb 9, 2025
  5. volpri

    volpri

    lol
     
    #105     Feb 9, 2025
  6. TheDawn

    TheDawn

    What happened to Las Vegas?
     
    #106     Feb 9, 2025
  7. VOLdemort

    VOLdemort


    It's still there.
     
    #107     Feb 9, 2025
  8. Sekiyo

    Sekiyo

    upload_2025-2-9_23-47-22.png

    Can I use it to get a rough theoretical approximation for option prices ?
    Volatility isn't annualized. It's daily volatility.

    I think it doesn't work ?

    upload_2025-2-9_23-58-36.png

    I get 1.11 using the market's IV

    upload_2025-2-10_0-0-5.png

    Oh ... looks better if I don't multiply by 2.
    Multiplied by 2 because ... wanted the + and - range * delta (half)

    upload_2025-2-10_0-3-39.png

    But still it doesn't work with their IV
    There is earning so it makes sense it's pricier than my estimate.

    What I am trying to guessimate is ...
    The price of the ATM option on the last DTE at a certain price.

    upload_2025-2-10_0-19-37.png

    Also why is 0.5 delta sometimes 2 or 3 strikes higher / lower than last price ?
     
    Last edited: Feb 9, 2025
    #108     Feb 9, 2025
  9. maxinger

    maxinger


    Your thread is this week's most viewed thread.
     
    #109     Feb 9, 2025
    vztrdr and MarkBrown like this.
  10. MarkBrown

    MarkBrown


    pigs like mud what can i say lol
     
    #110     Feb 9, 2025