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Scroll to the very top of the screen you're looking at and click on "Options Analysis," then put your cursor over "Impl vs. Hist vols."

The exchanges won't give you greeks, but do provide EOD settlement prices which - for most purposes - are better info than EOD bid-ask spreads.

Will your futures firm let you speak directly with a broker in the options pit, and put orders in that way? That's probably the only way to get reasonably good fills on most spreads in bond and note options.

Yeah, if it's wild volatility you crave, the ED won't do it for you. The volatility isn't as low as it seems though - that low volatility is actually something of an illusion based on the fact people assume that the underlying price on which if the ED contract is based is the price of the...

CME Eurodollar options, hands down. T-bond and t-note options trade electronically, but in some cases (back months, certain spreads) you may get a better fill through the pit.

Well I have to admit that's pretty interesting. Until now every time I read about "abusive short selling" I thought "Yeah right." I had no idea that 1% of trades fail to deliver every day. That's a lot. And the best the SEC can do is say "Duh - I dunno why." Very curious. That's why I...

BTW IQFEED - if you're taking requests - a huge hole in your service is the fact that I can get settlement prices for options on futures for the current day only. I cannot get settlement prices for a week ago, a month ago, a year ago, etc. I can get CLOSING or LAST prices for options on...

Well hallelujah! What else did you add recently?

You might find 10 good spreads not correlated to each other, but it's unlikely they would all be at extremes and therefore playable at the same time.

Well like I said, ya gotta base your trading on something, and this relationship strikes me as potentially the germ of something worthwhile. Of course, until I put together a few trades based upon it that actually put money in my pocket, that opinion isn't worth the electrons it's written with...

I actually think that spreading S&P IV against DAX IV at extremes is a better bet than doing so with a currency pair. There's nothing really that holds a currency relationship together; it can just keep marching apart steadily for years and years. However, S&P IV and DAX IV are, at their...

It's just a spread, not an arbitrage.

Well sure the correlation could break down. Sure the spread could power through the previous high or low without pausing or hesitating there. But that's not typical behavior, not in my experience at least. Of course it happens, but if you're not going to fade the edges, the extremes, then...

Nice chart! Definitely shows a correlation, but it's hard to see exactly how far apart the spread gets. I would chart the spread itself going back several years. When it gets near extremes, you could definitely fade it and the odds would be on your side. Would I bet my life on it? No...

Models are actually based on years and fractions of years until expiration. If an options calculator asks you for days to expiration, it then divides the number you feed it by 365, and feeds the result to the pricing model. If you take minutes to expiration and divide it by minutes in a year...

Liberal? Authoritarian? The only label I can consistently apply to Blagojevich is "nut." Honestly, I can't figure out what the guy wants, or why he wants to be governor. His behavior is so inconsistent and irrational. He loves to be pugnacious and brawl just for the sake of it - including a...

Forget 10% - if you could make 2% per month safely and consistently you'd beat the pants off Warren Buffett and everyone else. Hedge funds would go out of business - who would need them? If you believe any of these books about how easy it is to make consistent money trading options, that's...

Mind you, I haven't tried this. But let's suppose you looked at how much IV typically increases prior to earnings reports, and determined the upper 10% of that range. Let's further suppose that you then systematically sold premium delta-neutral on those stocks whose pre-earnings IV rise fell...

Rudolf - this is really the point at which you have to start observing this stuff for yourself and coming up with your own answers. Once you've studied a little and come up with your own observations, feel free to come back and ask what they mean. VIX charts are widely available at...

Some of ivolatility's stuff works, some does not. I demo'd their ranker which supposedly scans for stocks with the steepest upside and downside skews. The most amazing piece of crap I've ever seen. How they can claim this does what they claim it does escapes me. Absolutely useless garbage...