Okay so I have looked into it. ToS only uses Bjerksund-Stenslad for IV.
But for some reason everything is all synced back up. I even got a demo of CQG trader to verify and everything is back withing 1.5% so I must have been getting bad data from IB for some reason ( probably due to it being a...
Thanks for the info guys. Tos is on Individual Implied Vol. Any way to change ToS from 365 to 252? Or IB to 365? I mean I guess I could always us a options calc that lets me change the days from 365 to 252, but that would be time consuming.
I messed around with the DIff setting in TOS and didnt...
I have been noticing some serious data discrepancies between these two companies and I have no idea which one is right.
Example: May 2016 Heating Oil 1.3 Strike Last: .0360 Spot Price: 1.2452
TOS: IV: 37.11 Delta: .38 Gamma: 2.59
IB: IV:(I cant see the IV because Im on a demo) Delta: .2493...
Hello ET!
As we all know COT gives us the aggregate of all open positions for all available contracts.
Is there a way to find data for just one specific contract?
For instance:
June 2016 Soybean Meal
Any help is appreciated.
Thanks in advance.
Yeah I am warming up to IB's platform. I won't do business with them because their commissions/fee quotes are not accurate to what is actually charged. Their firetip platform is pretty decent for trading though.
Hello ET!
I am looking for a broker that will allow me to trade a wide range of options on futures with a decent/customizable platform.
What I currently use:
ThinkorSwim: I really like this platform and TDAmeritrade a ton, but it does have two major drawbacks.
1. TDAmeritrade has a really poor...
It would not be as simple as looking at Deltas between .03-.05 because those would not be within the 3rd and 4th SD of the current price. If we assume that a delta of .03 means you have a 3% chance of expiring ITM then that would put you between the 2nd and 3rd SD. You will need to look at...
As far as I know you can trade as many times in and out as long as you meet the intra-day margin requirements, or the overnight margin requirements (usually this is x4 the intra-day requirement) if you hold past the close at each day.
There is no expectation for you to exit a trade before the...