Recent content by BlackCat

It is good when we are trying to precisely define things that we use all the time without much consideration. Hope this article will help: http://www.trading-plan.com/options_volatility.html

Sorry I couldn't reply earlier, recently I have been very busy. Go to the website, read the information about OSET, download the free version, try it, and then if you have a specific question I will be happy to answer it. This is not a sales pitch, I have no relation to Peter Hoadley, I am...

I have being playing around with options strategies on IWM and I found some differences in the implied volatilities of the same option obtained from different sources. Example: Date: 11/21/2007 ETF: IWM Close price: 73.50 Option: IWM Feb 73 Put Last Trade: 4.40-4.60 Implied...

I strongly recommend Peter Hoadley's Options Strategy Analysis Tool (OSET). It is free but in order to make it fully functional you need to buy Hoadley's Derivatives Add-in for Excel which costs $AU99 (Australian dollars).