Recent content by KiwiFi

What gets me is it seems cheaper to get Stock Options data (of which there are a lot more stocks that future contracts) than Options on Futures. Seems a bit backwards but there you go.

what is the strike of the option? The deeper out of the money, the less vega they have, also very short dated options will have lower vega. So if they are short dated deep ITM or OTM options then the vega could almost be zero (not they will never have zero but that might be a rounding).

Ahh, okay he wants to link the two orders. Sorry I haven't used the UI only the API for interactive brokers. But I know from the API you can attach an OCO group onto an order manually. Not sure how this works in the GUI. EDIT - Using TWS just then, I could enter a Limit order for my scenario...

if you buy 100x's @ 10 (shares, futures what ever) and you want to take profit on half at 15 you can just put a sell limit order for 5 @ 15

I understand the options market and are very prepared for patchy data. I spent a number of years until recently working on models for an options desk. I am playing full time dad at the moment and just want to play at home. Thanks for the links. The hanweckassoc provides many services I don't...

I am not sure what asset you are talking of but wouldn't a standard limit order do it?

As a rule of thumb your 3% move is roughly a vol of (sqrt(252) or lets say 16) 48% so your 3% was no where enough of a move for a 150% vol option.

Thanks Bob I will take a look. If it comes to it I will cough up the $125 per year, I will just restrict the futures I look at for now.

I am not planning to trade futures for a living. I enjoy trading and wanted to play with some option ideas I had. I just didn't want to sink 10k + in what is really a theory at this point. I was surprised that for 1-2k I managed to get a number of years of tick data for futures which after some...

Hi, It seems that you can get futures prices (EOD OHLC volume etc) but if I want to get any reasonable amount of option data it is going to cost my $125+ per future per year. Does anyone know of a source for this data. Seeing as I am just using it at home as a 1 man unit I can't really afford...