Recent content by nonprophet

Quite sure 175 should convert to 87.5: http://www.optionsclearing.com/market/infomemos/2008/jul/24635.pdf

IB. The rest is for pussies :cool:

Let me try: it’s respectful bull. This is the trap of programs that apply ONE vol setting to ALL legs in a combo, instead of modelling them separately. It’s secretly rooted in Black-Scholes paradise. Think about it: vega measures your price change when volatility changes. Well, when...

Thanks anyway for the link but heck, what a crappy piece of ware. This one’s free for a reason.

No it’s a ridiculous request! Anyone seriously responding here is taken for a ride by Mr. “ET Sponsor”!

Agree. Nice free source. Click an option symbol to get e.g. this chart and hover mouse over the lookback periods under the chart.

Implied on bid and ask separately. The Imp. Vol column is based on bid/ask *average*. All are derived from Option Model settings.

Unbeatable? They charge $745 for five years historical, stricknet charges $147 for that. If you don’t mind missing some data then at tbsp download it all @ $65 ($25 registration + 1 month @ $40). $65 or $147 instead of $745. What-are-they-thinking? Edit: strick lacks index options...

IB DDE (pdf Manual download)

With http://tbsp.com/public/default.htm you get whole enchilada, with a big backlash: all stock options that have not traded for 30 consecutive days are removed from the database, independent of outstanding open interest. Unbelievable, but true.

Not quite related to the option market, but interesting technical look. Meanwhile I have tried to reconcile the exp.friday bashing (volume 15X the avg.) with the upcoming > 40% price increase, but all I can think of is that these sellers must be banging their heads against the wall...

Good point, ha! As it turns out that’s not possible: you can trade exactly two index futures and one future option in Italy! Yes I thought I had spotted a good opportunity, subscribed to the feed and asked permit and got the chains in perfectly. An inquiry at IB explained that any security...

Does anyone happen to know a place for Option chains on Italian stocks as traded on IDEM Milan that include Open Interest? IB does not provide open interest on these nor does the exchange, except on a per-contract lookup ( example, click C or P in Call or Put column). It's difficult to...

FA, that’s wonderful, thanks very much! Here is an intraday 30-min ATN chart with marked the big Feb 25 put buys. Almost undeniable short term reaction (MM’s hedging by shorting stock?), but still puzzled by the daily developments: Especially by the big bashing on expiration...