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    Comparing two types of ATM IV

    You know all this stuff, so to you it's pointless. For others, especially those who are somewhat new to options and rely on the "IV" that is charted on common platforms from retail brokerage firms - IB, TOS, LiveVol Securities, TradeMonster, OptionsHouse and Scottrade - my point is that the...
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    Comparing two types of ATM IV

    Coffee has jumped recently and I wanted to see how two common methods of ATM IV measurement compared on a day with a large move in the underlying (today). A quick and dirty analysis is attached. If one is just using the data to keep an eye on things via a time series chart, the IV Index...
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    Natural gas is exploding

    Thanks, Bone. I usually have LN hidden on the IB platform, but just for kicks I called up some sample puts (image). The LN and ON last/settle prices are probably meaningless (IB seems to take forever, esp. on Friday), but LN does display, at least partially. When I'm ready, it sounds like I'll...
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    Natural gas is exploding

    Re NG options, maybe one of you can help. I've written to the CME but never received a reply (surprise). NG Amer-style options have an OI of about 272K, Euro-style options have an OI of about 5 million (see images). The situation is reversed in Crude (CL), i.e. virtually all the activity is in...
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    Natural gas is exploding

    The widowmaker got out to 96 or 97 cents. If this keeps up, someone will be writing a book about the 2013/2014 heating season. I need to pick up a copy of this, before Amazon sells out. :p http://www.amazon.com/Hedge-Hogs-Traders-Streets-Disaster/dp/1400068398
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    ib wants too many documents

    Sounds like something used for proof of residence for a library card. You could try sending a photocopy of that. :p
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    Skew by Moneyness in NG options

    Thank you, that's helpful. I have access to RR numbers from 5 to 45 delta, but they are just 'day of' - no time series. I think the IV Graph above may help identify/confirm extremes. Speaking of which, NG volatility is the place to make or lose a lot of money right now.
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    Skew by Moneyness in NG options

    Hi - I was messing around with some ATM IV values (constant maturity - from iVolatility's IV Graph) and came across a menu option for "Skew by Moneyness." Although I understand the individual terms, I wasn't familiar with this type of data representation, so I Googled it. I came across a two or...
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    where is complaint button

    Apologies in advance if "AvengeSoftware" is a new, approved vendor/advertiser, but it looks like they just signed up for E.T. and either don't know the rules or plan on flying under the radar while the site is undergoing changes. In the TRADING forum there are also a couple of new accounts that...
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    You gotta love the French...

    If this is the Goodyear plant owned by Titan Wheel International (TWI), last year about this time the CEO, Maurice Taylor, made public a disparaging letter he sent to a top politician in France. He essentially called the workers lazy and greedy and said France is a rotten place to do business...
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    Valuable IV Rank thinkscript for TOS

    Selling vol in NG is tempting now, but it's not for under-capitalized newbies. I visited Big Mike's Trading over the weekend to glance at the huge option selling thread and read some painful stories about guys who sold 2 delta (.02) calls a few days or a week earlier. They were hurtin' for...
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    Valuable IV Rank thinkscript for TOS

    FYI, if you can tolerate the ads (I think they go away if you pay), ivolality.com has a similar feature that I occasionally use for a group of high-flyers. It uses their 30 day IV index; I'm not a T.O.S. customer so I don't know what data they manipulate for ranking. Seems like it would have to...
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    Valuable IV Rank thinkscript for TOS

    I was clicking around a while back and came across this. http://www.chicagobusiness.com/article/20131109/ISSUE01/311099985/doughs-big-name-backers-aim-to-woo-millennials-into-options http://dough.com/ Sosnoff's new venture. Busy guy.
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    We're Headed To $8 Natural Gas

    No, I don't say that. We *could* become independent of Middle East oil via conservation and big lifestyle changes, but I doubt it's going to happen. However, as Maverick74 noted elsewhere, it's not like we're getting half our oil from the Middle East. Based on the table in the link...
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    Am option for natural gas price increase

    Top 40 natural gas producers as of QII/2013: www.ngsa.org/download/Top%2040%202013%202nd%20quarter.pdf I'd look beyond CHK and XOM. CHK is nearly a pure play but it may take them a while to clean up their act post-McClendon, and XOM is so big and in so many businesses that they might not...
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    Is anybody using iVolotility IVGraph?

    I signed up for the demo a month ago. Futures and futures options only (10 root symbols). A few thoughts: - You can make the charts look a lot better in real life. I don't know why they use poor quality images and harsh colors on their website and as default colors. - With ftrs/FOPs you...
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    Wtf Ib

    You can filter them out by going to the wrenches in the upper right corners - see the image below - there is a gray wrench head and a yellow wrench. If these are new to your screen(s) I suspect they're part of the random IB "magic." I've never had Seeking Alpha pop up on its own, but I've...
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    We're Headed To $8 Natural Gas

    The article is 18 months old, it mentions fracking in NY state (not happening, not yet) and the author is probably messed up because he had morons for parents. Why would you name a child Dick Finger/Finger, Dick? Other than that, I guess making a wild call when gas was $3 is a good way to get...
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    MarketWatch Option Trader

    http://www.marketwatch.com/premium-newsletters/marketwatch-options-trader If the link above is correct, it appears to be $99 for the first year, not $99/mo and there's a 30-day trial with a full refund if you're not satisfied. There's also a pro-rated refund if you cancel midstream. My...
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    UNH lowers forecast - damn that Obamacare, damn it

    Like THE WEATHER in retail, the healthcare sector now has its all purpose excuse for poor performance.
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