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Then I understand. Yes, the broker allow to trade the spread as an aggregate unit but I just tried to theoretically be sure what is happening so I understand it better.

CyJackX, I beleive you are right there. So can we confirm that this would be a correct example where we close the spread for a 50% profit(14.5 dollar) of the max possible profit(credit received at entry)? ENTRY: SELL strike 121 at bid: 1.20 BUY strike 119 at ask: 0.91 Credit: 120 - 91 = 29...

I think of that we bring in 29 dollars in credit if we put in 1 contract in each leg? I am not exactly sure of the question. I have heard that if the position durings its life Before expiration has reached a 50% profit of the maxprofit which in this case is 29 dollar. It is possible to close...

Hello, I have a question about how we should calculate when "taking profit" from a credit spread for example. Let us say that we have 29 dollar credit received for a PUT credit spread: SELL strike 121 at bid: 1.20 BUY strike 119 at ask: 0.91 Credit: 120 - 91 = 29 dollar If we now for example...

Thank you, then I understand the difference. Then I know how that works and what I have to work with. Thank you!

Hello, I have a question about the weekly options. Normally I have heard that CBOE releases weekly options on Thursday for the week to come and they will be tradable until next Friday (7 days) When I look in TOS, I can see (Weekly) options like this for AAPL: 28 OCT 16 (Weeklys 27 DTE) 4 NOV...

Yes ofcourse: https://www.elitetrader.com/et/threads/source-s-for-historic-option-pricing.295482/

Yes, I try to prepare for the task as much as I can, I can do it but it will take some time I beleive :) But it will be very interesting to do. I don't think it is possible to do this in excel, it might be a little to complex but if you know much in excel you will soon learn how to program in C.

Thank you! Yes, I found a relevant thread when searching in the search box.

Hello, I am looking for a cheap source to get historical data for options(5 years or so). What I am looking for is as many expiratations as possible including the weekly expirations and BID/ASK values. The greek values are not as important if that is a cheaper alternative. I have looked at...

That is great. I will try and work with those 2 then. Thank you very much for that help!

>> I am very interested in what you are doing. I have done (am doing) similar, and find it difficult ( a huge amount of >> work) but very educational. The benefit of the things we learn by these endeavors, will likely outweigh the >> original goal of the task. Yes, I have done extremely...

I think I have been a bit confused of what is actually correct :) When looking at: http://www.federalreserve.gov/Releases/h15/data.htm I can for example find those: Nominal 10: 1-month 2016-09-27,0.16 Federal funds (effective) 2016-09-27,0.40 If we now want the "risk free rate" for 30 DTE...

>> Some lights should begin to turn on for you as you digest this, which may be more significant than coding a specific function. Using VIX, or another 30DTE IV is a good metric for observing/quantifying IV Rank (NOT an individual option's IV). Using anything else, is NOT as stable. Your...

>> if you are looking for historical data, best place to pick it from would be http://www.federalreserve.gov/Releases/h15/data.htm. This was a good source. I went to the URL and clicked on the "Daily" link at top besides: "Federal funds (effective)" This gives rates from Year 1954 until Today...

Perheps this can work/is correct also? If it is possible to find the ticker symbol from YAHOO, that would be perfect but are not exactly sure what I am looking for. http://finance.yahoo.com/quote/%5ETNX/history?p=%5ETNX

>> from Quandl using QuandlCode "USTREASURY/BILLRATES". That looks exactly what I could be looking for there. I try to find that data on below link but are not sure if I am looking at the correct place? I wonder how long back this data goes and if it cost anything? Is there page of how to use...

I am not sure what chart that is? I see values like this for example: "99.6025s" compared to "Yield 1.56%" in the chart I showed. Is "99.6025s" a risk free rate?

>> 10 year is not risk free. I look at the 3 month and 6 month t-bills I am not exactly sure what I am looking for. What I do look for is when calculating option values using the "black-scholes". One parameter that is needed in the equations is the "risk free interest rate". I will do a...

>> For example if it is 15 days left in current months and 45 days left in next month contract: (15 + 45) / 2 = 30 days. Then take the average implied volatility for those to get a better picture for each days that pass? I was thinking again of a 30 DTE you mentioned. Would the above be a good...