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You have no clue what John means. He compares two buyers, you compare a buyer and a seller. And he is right: from bearish to neutral = from neutral to bullish.

Vanna Ok MTE, now let's see your Vomma.......:D

It’s no problem, just remember vanna, the only greek that really matters…..:)

No no, that's Kappa....

Nice article indeed, no doubt that's the "thing". Let's just call it Elasticity and avoid the babylonian greek....

Lambda is described in Natenberg p. 123 as Elasticity and is also called Omega: Lambda = omega = (underlying/option)*delta I’t exactly what you’re looking for and really candeo, it doesn’t get any easier or faster than that :) BTW, indeed there is some issue with semantics. This...

Well I never watched it but just did and almost missed that 10-sec commercial for optionshouse.com. $9.95 flat fee, unlimited contracts. Am I dreaming? Does anybody at all watch this CBOE tv? Heck this is the biggest thing since Black-Scholes! Still have to read the fineprint :)

Only way would be to import historical options data into a stand-alone backtesting program (not tradestation). Challenge might be any contract adjustments made in the past, if so (don't know right now.) PM me if interested.

Two suggestions: Have you tried saving such webpage (HTML only) and opening in Excel? It may look messy but if there is a consistent daily layout then one simple macro can usually clean it up in a heartbeat. Or you could consider a $30 EOD raw option data service and start crunching the...

https://www.interactivebrokers.com/Universal/servlet/Registration_v2.formSampleView?ad=penny_option_pricing.html If another participant in the system sends an order that can be matched against your penny price (a contra-side order), IB will attempt to execute a trade at a U.S. options...

I think that’s correct: early exercise data are not made public. Specifically a openinterest DE-crease that is larger than the day’s volume can only be explained by early exercise, except in case of contract adjustments (like splits where the number of contracts changes) and bad data...

dt06, exercise/assignment happens overnight and transferred shares will not “print”; consequently anything printed is not related to exercise. AFAIK the only way to determine exercise is through Volume/OI analysis.

double RC ?? Reverse Cowgirl ?? :confused:

Aha, harry (aka linda), the randomwalk spammer. Good work, roberk.

Seems he can’t do it. You can start any combo by setting your overall volatility, calculate theoretical prices, view your P/L graph and then adjust vol to see the graph change. OR: you can start with real prices, calculate their respective IV’s, and here it comes: then examine...

Thanks Wayne, I actually tried that one. Amazing 3-d graphs, very nice interface, but no volatility input or output, except one overall for all options on a stock. One 3-d combo graph had me quite enthusiastic about a position’s P/L until I realized: you download real option quotes, each...

Hmm, seems the thread is actually generating business for hoadley! Meanwhile googling “hoadley options import” leads me here: Version 9.9o (Release date 2 February 2006) Option chain import from file: A new provider, "File", has been added to the list of option chain providers so a...

basis I don't get it. So anything let's say, below $70, does not entitle you to asking questions? After all it's only 70 bucks? I got a few add-ins lying around, $70 each. No questions please, just transfer the money.

No man, seriously. He doesn’t provide the import info beforehand because “it weeds out the tyre kickers and time wasters”, literally. “The full version is only $US70 but if that's too much it's probably time to look at other vendors.” With almost any other product I would’ve moved...

Importing aside, what makes it "damn good"?