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Hello, I found this chart that I think, - shows the "risk free rate". I am not sure if I can find a symbol name on that chart? http://data.cnbc.com/quotes/US10Y Is there a ticker symbol for the "risk free rate"? Thanks

That is interesting! When you say "near 30 DTE", I think of that 1 option contract only has 30 DTE one day of its life. So I wonder there, do you mean that if combining the current month and next month contract. For example if it is 15 days left in current months and 45 days left in next month...

I think I have come up with a C# solution to calculate the implied volatility. I post the C# code below. However when I input the current values for GOOG where impliedvolatility is known: 0.187 by looking in TOS and using the strikeprice 785. This function returns a...

>> Are you sure you have your chart set to Daily bars, and are using a minimum of 1Year time frame. Yes, we use the same chart there with daily bars. It is the "ImplVolatility" indicator that I have added to the chart. It would be the "18.76%" that is shown in your image there. Where to find...

>> The IV for the underlying is calculated by mathematically combining the ATM IV of the options. As far as how to do this, it depends. Some combine the ATM IV of options across several expirations. The "combining" algorithm is not standardized. This sounds like something that I am looking for...

Stepandfetchit, Yes my question was a little diffus there. What I am looking for is the "ImpVolatility" that TOS is using. For example when applying that indicator now to "GOOG" it shows 0.1861. So it is the absolute value that is shown like that which I am after how I can calculate that myself...

Hello, I wonder if anyone has the formula for "Implied Volatility". I am googling and only find very complicated examples. I am looking for a straight forward formula where to insert values into an equation where we can get the percentile % of the implied volatility? Thanks

I still struggle with the ROI. I can't find anywhere on the internet where they explain what can be a good entry condition when considiring the risk/reward ratio for a sell PUT credit spread. I know implied volatility is good if it is high but I wonder for the win/loss ratio. In below example...

>> In actual trading you don't know what your % win will be going forward This I know. The question is purely mathematical. If I cant understand that, I can't understand the rest. My question is just if we assume that we will have 10 trades that will follow the formula. Then in my view we will...

Hello, There seems to be an important thing I don't really understand when it comes to ROI for a credit spread. I have seen the below calculation example from a reliable source which leaves me with this question I have. So the credit spread has a max profit of $40, Max Loss $162 and have a...