Recent content by Alex Pel

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    Is anybody using iVolotility IVGraph?

    http://www.ivolatility.com/ivgraph.j?show_entry=1 Is it worth $29 per month? Need more detailed practical information how to use IV Surface? Any review about using iVolotility products would be appreciated. Thanks.
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    Straddle as a volatility buying strategy

    Thanks Brighton. Great comparison of five firms. On Oct-15 IB TWS ‘option trader’ weeklies were over 200% IV. That’s probably why the IV chart had a spike. I am not sure is it ATM or all book. They are not telling the formula. I start researching...
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    Straddle as a volatility buying strategy

    Calc (OHLC, volume, bid/ask, IV & Greeks, stock bid/ask) x 3200 symbols x 24 months = $3,000.00 My watch list is 30 symbols. I need ATM strike, 6 months before expiration, End of Day IV for 2 years percentile chart. Now I have more mess in my mind. Today it is ATM, yesterday it was OTM or ITM...
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    Straddle as a volatility buying strategy

    Sle, Thanks for understanding. Now I feel as not alone. Looks like I need fixed strike volatility data. Is anybody now where can I get it?
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    Straddle as a volatility buying strategy

    >As you say, composite IV is not the same as ATM IV. Not the same! - it is $648 or 47% misleading. As IV jumped by 54% (97-43) I was mistakenly expected straddle price to rise by $6.48 (54% * 0.12 vega). Original straddle $13.65. Misleading = 6.48/13.65*100%=47%. I don’t understand how...
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    Straddle as a volatility buying strategy

    After two years of stock and option trading I stopped on volatility trading. My strategy is very simple: 1. Pick liquid, volatile stock like FB for example; 2. Looking for Implied Volatility (IV) percentile below 10% for duration about two weeks; 3. Check for no news; 4. Check for technical...
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