Recent content by sync97

Sure. Here: http://www.optionmonster.com/about/products.php http://www.keeneonthemarket.com/subscribe/subscribe-to-kotm

There seems to be an influx of option markets makers offering subscriptions promising you to give you on info on options that might move. I am sort of puzzled on this. First of all I can't figure out how they can provide quotes to customers and be on Twitter or on subscription services...

What pricing formula do you use to figure out implied vols on the Bund options? Black76?

Which option pricing formula do you guys use to figure out implied vols on the Bund options? Black76?

*Bump* Anyone?

Hi, Was checking out some stuff on IVolatility.com today. I noticed that the implied vol of the call option and put option of SPY with the same strike do not have the same implied volatility as far as IVolatility.com is concerned. (please see attachment) Yet I checked with my broker (TOS) and...

Hi, I often saw MMs quote implied volatility of straddles as this: Tyh2 131 straddle 100-103 vol 5.4. How do the market makers get this imp. vol number? Do they add the imp. vol of the call option and the put option together to get the imp. vol of the straddle? Thanks.