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I am. But only for educational purposes. This market is (or so I've heard) notoriously efficient but I would not have any edge in any other market anyway. The comissions seem to be low enough to allow me to test concepts like delta hedging for example without risking a big account or spending a...

fwiw (as I'm a total newb ) in a recent academic paper I've read, the authors seem to favor bid/ask spread over volume or OI. So they use something like: IL = (ask price - bid price) / mid price Also volume by itself is not a reliable indicator of liquidity and you need for example to take...

Cool, thanks. I've read the top header of his chart but wasn't sure.

First excuse my noobness. Looking at babutime's attached diagram it has reminded me a post that has confused me about comparing HV/RV: http://www.wilmott.com/messageview.cfm?catid=8&threadid=77678 Poster acastaldo seems to me to confirm that calulated HV is lagging behind IV and a better...