Recent content by Caporetto

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    Serious Options Data differences between ToS and Interactive Brokers

    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...
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    Serious Options Data differences between ToS and Interactive Brokers

    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...
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    Serious Options Data differences between ToS and Interactive Brokers

    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...
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    Is there a commiment of traders report for specific contracts?

    Upon further investigation there is not for those of you who may have the same question.
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    Looking for a broker with a wide range of trade-able Options on Futures

    Yeah I do know that. I am curious to see what Trade Stations setup is like, I've heard good things, but no way to demo it.
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    Is there a commiment of traders report for specific contracts?

    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.
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    Looking for a broker with a wide range of trade-able Options on Futures

    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.
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    Looking for a broker with a wide range of trade-able Options on Futures

    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...
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    Using Delta as a measure of Standard Deviation Levels......

    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...
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    options on futures restrictions or gotchas?

    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...
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