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    Pair Trading Strategy Journal

    How to calculate the pnl from the ratio chart? What does increase in 2.3 points on the ratio chart represent? A gain of 2.3% assuming the trade is right on the direction of the ratio?
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    Put call Value Change

    wanted to mention that the comparison is using same strike
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    Put call Value Change

    Wanted to mention that the comparison has taken account of increase implied volatility using optionxpress. How does volatility shew causing the call option value change more than put when stk price increase but put value change less than call value when stk price decrease? Given that the...
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    Put call Value Change

    Why is that the change in put value is less than the change in call value? Using the closing price of put and call and with same initial delta, the call value increases more than put value given that the stk price rise. Comparatively, the value of put increase less that the value of call given...
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    Strike price difference

    Assuming the closing price is using trade price than the closing price should be either the buy or sell price and not some other price. However for less liquuid stk options the closing price is so much different from the buy sell price. Or is this data error? And how does the exchange determine...
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    Strike price difference

    why is the closing price of option are different from the buy sell price for less liquid stk? Some stk has 2 dollar for closing bu the buy sell price are 2.1 and 2.2 respectively. Isn't the closing should be either the buy or sell price whichever trade?
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    Strike price difference

    How does the exchange decide the strike price different? Why is that some stk have reduced strike price different? Because of historical volatility?
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    Price or implied volatility?

    Why is that implied volatility does not matters for holding options to expiration? Would not decrease implied volatility decrease the value of call and puts even holding to expiration?
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    options and stk price movement

    Using buy sell price of syn to calculate the return does not match the return of stk price. The "equity return" of the syn is decreasing compared to stk return. Because of the big buy sell price different and small buy sell price different of the stk, the equity return of syn is decreasing. The...
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    Price or implied volatility?

    are you saying that implied volatility higher than the implied volatility at opening trade would not dampen profit from selling options?
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    Price or implied volatility?

    realized volatility less than implied volatility do not imply that implied volatility would fall and selling options is good strategy. Both realized volatility and implied volatility would be more and would dampen profit
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    Price or implied volatility?

    Which is more important the price or implied volatility? A stk has all the indicator that the future 1 month movement would not move alot and you want to use some strategies to profit from the lack of movement but the implied volatility is at new low and change of implied volatility would...
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    options and stk price movement

    Why is the syn return is so erratic compared to return of stk price? Does implied volatility making the return different? Or other factors? Selling and buy of options with delta 1 would be good option compared to syn position
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    Volatility trading

    Tks for the recommendation. Have a question about what affect the option price? Price movement, implied volatility changes, theta. What else? And is theta the same for different stk with same expiry? IBM has expiry at 26d and loss value 0.03 per d. Would msft having same expiry at 26d would...
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    Volatility trading

    Does volatility really have to get volatile to profit from? Some strategies do not profit despite volatility is decreasing or increasing on a whipsaw fashion. Some decrease or increase 10 to 15% on a whipsaw fashion which in theory would affect the pnl but not in actual pnl Anyone would explain why?
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    Volatility trading

    How to trade volatility purely? The pnl should purely determine from the movement of volatility and not because of price movement. Off course there is theta. How to determine the amount of change of option value is due to price movement and how much is due to volatility change and how much is...
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    Stock screener

    Any free stock screener that have historical volatility screen?
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    Black scholes & Binomial

    Which webpage has free black scholes & binomial excel spreadsheet function calculating different variables implied volatility & greeks?
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    Stock index

    Intraday volume
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    Stock index

    Why is that intraday stock index ndx spx do not have volume? R there sources providing volume prefer with option volume also
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