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@S20075: I like your predictions. I hope you post more! -- Precise moves and time! Sweet!

ASS-U-ME-ing your predictions come to pass, then selling a AMZN 7AUG20 3155/3140 PUT credit spread seems to be a reasonable trade if you wish to put <500 at risk. -- Credit of about $10 should be able to close Friday and keep at least $2.5. Damn! <-- in a respectful tone (pardon my french)...

A put credit spread on AMZN would still seem viable as a 2 day trade, which balances out the high premiums a bit. -- This is not my cup of tea, so take with grain of salt.

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I am no expert... However your comment " I could not get a fill as a spread, ..." seems to have been providing you with important information that you chose to ignore! If you post the precise trades, perhaps more insight can be extracted. I'm guessing you chose a spread where each leg had...

Ah! Then if you have TOS, you may wish to augment your Backtesting desire by using charts with some ThinkScript code where rqd. -- If you can code in thinkscript, you can collect/report the information you want. Also, the following may be of some interest...

It may be more fruitful if you provide some information about what kind of "strategies" you plan to backtest. Securities/futures, options, intraday, longterm, etc -- depending on your requirement, most available options will be a poor fit. With the "requirement of free", you may have slim...

my 2 cents: -- BTW: I am not doing IC's as a stand-alone trade now. -- no interest in strangles. 1) IV is "high" when it is greater than it will be when you exit or close your position. (simple, but this should be kept in perspective) 2) Many observe the prion "n" months of IV and do an IV Rank...

Can you be more specific? Did you encounter a new issue today? If new issue, can you identify your data source?

I think you may be taking an overly simplistic view! While the past does not infer the future, parts do rhyme. One can learn from history. IMHO, an important role in backtesting is to observe how your detailed trading strategy would have performed if applied to periods of history. This is...

Check this one out: BUY +1 BUTTERFLY NVDA 100 18 DEC 20 275/280/285 CALL @-.80 LMT MARK Get paid to place the zero risk bet? -- Getting filled may be illusive!

BUY <n> BUTTERFLY NVDA 100 18 DEC 20 270/280/290 CALL @.03 LMT MARK, would "could be a good bet, if your intuition comes to pass".

IMO: The difficult/illusive piece of this is quantifying what you do know vs what you don't know. The variables are Time (need to nail down the time window), price (this is probably the easiest part, but perhaps a price range will be a more forgiving estimate), and the most illusive, the...

Agreed! If I got a fill on that order, I would be surprised and pleased!

I suspect TOS's after hours BID and ASK pricing reflected in that order workup is missleading. I see what you see. Look at the very wide BID/ASK spread! If market is not open, the pricing you see may have little value. -- I only use pricing during market hours.

I personally do not like trading options near expiration, however have noticed anomolies as options near expiration that are not characteristic of longer durations. The IV derived from the prices is less predictable (less likely to follow trajectory of the term structure IV ) with shorter terms...

IMO: The proper "handling" of bad data and missing data will migrate over time. My first approach was to "modify/correct" the data, such that it would be appropriate for forward testing. This was painful, and for some historic cases, impossible to resolve. I am now migrating to processing...

I think you may be better served using proper terminology. To many of us, zero (0) actually means zero (0)! You comments seem to imply > 0 and less than 1 only, but I can only guess. Think of "seconds till expiration" to get better understanding.

"Every" is a strong word. -- All one has observed, and all one is likely to observe, however is probably accurate.

IMHO: The most difficult issue is posing the correct question (not for us, but for yourself)! Solving problems is the easy part. Adequately identifying what you know (your edge) is very illusive. Your statements seem to imply you are observing proper criteria, such as Open Interest...