Recent content by davethetrade

Hey guys, Do any know any good level 2 platform? Tell me which works for you and cost maybem thanks :) It would be great to configure so i only see certains market makers in the time and sales.

Thanks for answering, well i think i can calculate what the strike would be for a chosen delta no matter if it´s in optionchain or not by this formula. delta(call) = exp(-rf*Time) * pnorm(d1v) delta(put) = exp(-rf*Time) * pnorm(d1v) - 1 d1 =...

A broker can´t offer all strikes like 128.583 and weird ones like that, it would be to many strikes so they focus on round numbers. But if they could calculate say IV for a strike with delta 27 it should be possible using same formula to calculate what IV would be theoretically if delta was 25...

Hi, i appriciate the answers (from all of you) :) The reason i need to calculate IV for delta 25 is because i want to see how it change over time. If an optionchain has a strike with delta 26 as closest and next time closest i can get to delta 25 is a strike with delta 23, that would mess...

I´m trying to create a spreadsheet and need some help and insight. Sometimes in the optionchain there´s no strikeprice with the delta 25, so i need a formula really badly to be able to make calculations that dosen´t differ from time to time. Please if someone could help me it would be really...