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I include 0-1DTEs in my daily prayers - they're a veritable money mint

can you share your chart optics?

Eliminate noise from your charts to display clear trend inception/continuation/reversal inflection points, crystal clear signals, asymmetric R:Rw setups, intraday routine 2-10x ROC, occasional 10-15x and rare 15-20x. No getting spooked/shaken out from trend runs, instant feedback loop positive...

TDA hookup through NT only enables equities, futures can only be streamed via NT real time live brokerage acct. FX accessibke through other NT-approved brokers.

Does hooking up NT w/ TDA enable access to equities w/o having to pay NT's data exchange data feeds?

gonna leave these open ended for time being, unleash the fury - poke holes in any vulnerability points/blind spots

Those who can't teach - teach PhysEd

FlexTrade (Derivix), FT Options, Imagine, SpiderRock is your answer

You gotsta track vol of your particular strike/tenor @ entry & throughout trade life cycle, attributing/decomposing by greeks PnL - (delta *dSpot)+((0.5gamma*Spot^2)+(theta*dTime)+(vega*dIV)=total PnL. Accuracy of entry signals (inputs) across across spot/time/vol drivers are then itemized by...

The nuance is whether RH had notification/auto-exercise procedures as per or above and beyond official exchange & OCC protocol. Comments on YT vids & other soc-media posts tend to favor scenario of the long leg having had expired OTM and RH didn't notify him about his desire to exercise or...

and yet for the indoctrinated/initiated, options are a godsend best thing since sliced bread

what PnL driver are you trying to isolate - direction, decay or vol? Know your greeks PnL attribution - that will tell you which sensitivity corresponding to its driver is contributing to your aggregate greeks PnL

How'd it end up working out?

stylized example

am on EST NYC time, am just streaming raw TOS IV data via RTD XL links, here's a comparison of two vol surfaces raw TOS vs parameterized Dumas Whaley model

am working w/ a couple coders/devs who have full-time server pumping in TD API data bypassing Excel altogether, storing it in SQL/PostgresDB and running some Python/Matlab/R analytics on it. www.hanweck.com is an institutional grade product, am not the programmer myself so I work together w/...

this is just regular run of the mill avg day, non-event IV phenomena.. my main point is that w/o greeks PnL attribution it's difficult to isolate PnL drivers by spot, vol & time - there're 4 drivers, not just price alone

here're some screenshots from the toolbox..

Anyone else find it bewildering and inexplicable SPX intraday PnL fluctuation due to wide b/a spreads throwing off vols, skewing marks in the process, rendering PnL like an epileptic on a pogo stick? Using TOS inherent bad IV model to drive greeks, mentally compensating for difference btwn...

Why are moving avgs ctossed out up top?