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TDA's API is not well supported. Curious if you are able to obtain the real-time data you need via TOS's RTD to Excel? -- If so, then this may be easier to manage. --Ie... Have your code dynamically produce the Excel apps and formulas as part of your conduit to the real time data, and have...

FYI: Earnings are due Feb 14th.

Xaction #1: Purchase 1 PUT option @ $60 strike, for cost of $4012. (Your CASH is -4012, your position is +4012) Xaction #2: Purchase 100 Shares of stock at cost of $20/share, or $2000. (Precursor to exercising put). (Your CASH is -6012, your position is +6012) Xaction #3: Exercize your PUT...

Your costs: (40.12+20) Your proceeds (60) Your net (-.12) Not counting commissions/fees

Am noticing the BID and ASK from TOS differs from the BID and ASK from CBOE CSMI feed! Suspect either different sources OR perhaps could be due to delay difference (or both)! Observed difference during active trading seems to be within penny's of each.

No! You are correct, you cannot buy SPX!

No disrespect, but until I an able to qualify the data or the integrity of the responder, I need to validate the information. I am aware of what you stated, and now it has been validated, so a feather goes in your hat. Your next response will receive a heavier weighting. Thanx.

The question is what is the source for the BID and ASK. Observe the specific fields being questioned in the posts: Below is the response from LiveVol: This data is coming from the CBOE MDI feed. Our engineers confirmed that the bid/ask is calculated from the bid/ask of the underlying stocks...

No responses yet, but if you are curious, I just correlated the BID and ASK to TOS's SPX chart, which implied the BID/ASK data source is used for their SPX charting. Note: relationship of each BID and ASK (mid) to the HIGH/LOW/CLOSE values for each BAR for any time aggregation. Note the...

Market spreads very wide after normal Close time! During trading, spread is much tighter, but still wide enough to make me cautious.

I'll ask TOS, but expect their response same as prior responses: "Data is from our source! We do not originate it." (I am confident TOS does not originate it). BTW: I think the TOS and the LiveVol data source is the same (or generated the same). I just don't know what it is!

Robert: No, not yet. Here is what TOS provides: And here is a slot from LiveVol data from a different point in history: I am trying to understand the source for those values! It is possible they are based on some computation, and if so, am seeking more detail on this derivation.

CBOE LiveVol historic option data includes BID and ASK for underlying. When underlying is ^SPX, what is the source of that info, as ^SPX is not traded, only it's options! TOS also provides values for BID and ASK for SPX. Does anyone know (guesses are not solicited) what the source of these BID...

Kevin: I think there are multiple factors to account for (Assuming I understand you correctly). This is a non-trivial exercise. It may be helpful to simplify your approach to determine where the issue lies. Many people can guess, but you should be able to find for sure. I am still unclear...

Hm! I botched that! Good catch. -- Since I do not do this, it is not clear to me if your Broker would deliver the shares to the CALL holder and just charge you for the difference over your short CALL option strike, or if they would allow you to take action. -- This is not my area of...

Not sure if my response will help, but here is how I interpret this last post. To restate this question: 1) Sell 1 CALL option at 26 strike for price of 4.40, collect 440 - commissions. 2) Hold to expiration, and at expiration price of underlying is $31? For this case, so you are assigned 100...

Just a comment: "long naked option"? Your references to "naked" seem incorrect!

Average time S/B about 3 life-times.

RTT via CapitalDiscussions. Returns may vary depending on your style/deviation from the service.

I'm curious if you have resolved what you were seeking yet! With your last post, I got lost on what you were trying to figure out. The original topic of Maxloss seems to have no correlation to your final post, so am "guessing" your question has changed. The estimation of PnL at some future point...