You can compute the "moving volatility" from the data of the underlying, ie. the annualized volatility with each bar... much like in a MA calculation...
After all it's all just an approximation you can get.
As said, for backtesting option strategies I would take only the data of the...
I doub't you will find historic options data.
But here is a workaround for backtestings etc:
You only need the historic data of the underlying.
Then use the Black-Scholes formula for calculating the option premiums yourself. In this posting you can find more info...
There is an additional tool called "OptionTrader" which you can use after activating it in the Configuration under TradingTools...
The OptionTrader can further be fine-tuned as to how much data to show etc. (as there are many expiration months, strikes etc...)
See also...
I'm testing the Advisor Account in TWS, ie. an advisor can manage multiple accounts.
When i tried to issue an order for the group account then I get the attached error message.
There is enough capital available. This must be a bug of TWS (cf. the "nan" value, ie. it means "Not A Number"...
Here are some interesting postings I found regarding the topic of this thread with experiences from users:
http://www.trade2win.com/boards/data-feeds/70862-platform-independent-realtime-tick-api-data-feed.html...
On the short-term speculative side with high vola: GE, BAC, AIG, COP, C and sometimes also CBY, IBM, SPY
No specific or common direction, it must be determined individually from the chart by the trader... :-)
Many option sellers don't know this fact:
you can close a position earlier than the expiration date by simply buying the same options... :-)
Did you know that? :-)
There is no problem with such cheap options, because many option traders just trade the option itself, they are not interessted in exercising the options.
As long as the commission is not high such cheap options can make exorbitant profits.
Regarding Health Care:
"Seven presidents tried to change the costly health-care system, which offers state-of-the-art care to those who can pay, but has left 47 million people without coverage and facing financial ruin if they get sick or have an accident."
and
"In a 60-39 vote, the Senate...
Such discussion groups are of course for discussions.
If you post something and something in your posting is unclear to me then I take the liberty to ask. In the underlying case it was me who first replied to your posting, so I don't see a reason why I should "stay in the background" when it...
Then according to your logic there is no fraud, it's just the stupidity of the victims, right?
What, if those fraudsters are specialized in doing fraud, and they sure are, it's called organized crime.
I'm just testing their platform (TWS) and their API, it's not a fun.
Here on ET I get pissed by many sales pitches of IB who unfairly attack me when I write about my experience with their platform and API.
I'm not interessted in making them down, I just report of the shortcomings I see, hoping...
This is exactly what I mean, ok I maybe expressed myself not clearly.
I meant:
1 contract = 100 options representing 100 shares of the underlying
And commissions for options are usually quoted on a per contract basis, not on a per option or share basis. That's the whole point in the thread...
I would say Arcades are more for the retail traders whereas Props more for the professional traders.
Most Props require their traders to have a trading license, ie. series 7...