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Not amiquote in fact but, as said initially, due to different way of adjusting dividend.. Two link about blogs discussing this problem if somebody is interested: http://tradermike.net/2005/01/will_the_real_qqqq_chart_please_stand_up/...

Forget the above post, it is a probleme with amiquote downloading wrong datas

Hello, I use amibroker for TA and have access to prorealtime and IB charts. I see big difference on the charts because of the way dividends are treated. Ex: If I look at UnibailRodemco chart on IB I have a strong resistance around 160 same thing with pro realtime but with amibroker...

Many thanks for the link. Unfortunately, they only provide 10 days of free data. So I am still searching. I may have to subscribe to IVolatility. I trade with IB but IB do not provide IV for european stocks

Hi Jamesbp, Yes I trade CAC stocks and I would need only the historical ATM IV for each stock. I don't need complete volatility surface. Thanks

what is the difference between dv01 and delta? thanks

Hello, I am looking for the historical implied volatility for the cac40 components. Is there a free source? Thanks in advance

Hi Hajimow, Thanks for your posts, may I ask what source of information do you use to follow the stocks you trade? Thanks

Thanks for your input. Currently testing with small positions

Hello, For those who trade butterflies style positions on indexes : I read that many traders "sell the meat" and are long the wings with more contracts on the wings. My question is : do you buy few more strangles than straddles or do you buy more put only as the risk is I guess more on...

I have just installed TWS on ubuntu as well it is working well. Do you use analysis software as well on linux?

Hello, Does anybody use linux to trade options and if yes with what software ? Thanks

Spindr0, yes it is, I was wondering why the two figures were not the same (last IV and Model vol). I am not intending to trade those differences. Learning step by step :) . Thanks

Hi Jerkstore, Thanks for your post. I am currently learning options trading. Could you please explain why it is more interesting to buy 10/12 delta calls delta hedged compared to buying a straddle to profit from the raise in volatility. Thanks

Hello, I am learning options trading and have a question for the more experienced traders: What formula do you use to calculate historical volatility. Do you use the standard formula (square root of the variance) or other calculation like ATR or more complex formulas. If you use different...

Could not find a clear answer, but I think it is because the last implied vol is calculated on the last trade while the model implied vol is calculated on the mid point. that is why there is a small difference, i guess..

Thanks for your answer spindr0. Will search IB site. Rgds

Anybody knows where I could find information on how IB option model vol is calculated?? Does it include PUT and CALL option prices in the calculation? Thank you

Hello, I am starting to use the IB API to display options chain in excel. I see that I have the "last implied volatility" and a "model volatility" which is slightly different. What is the model volatility? Why is it different than Implied Volatility? Thanks in advance for your help

Hi, I rephrase my initial question because I did not really get an answer: here is a quote from Sonoma: "If you're trying to replicate, the essential element of option trading is to buy at a vol less than realized or sell at a vol greater than realized. Then you wait for probability to...