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As he indicated, the "platform" is TOS (ThinkorSwim) by TD Ameritrade. Note that the legs of the spreads, may not be grouped together, but the Qty column is generally adequate to "reconstruct" the spread. Below is pic of one of my trades yesterday from the "OptionTime&Sales" as reference.

Robert is correct! OV data is 15min while ONE is 5min granularity -- I have owned both. I have CBOE SPX 60-Sec data and have been pleased.

You may wish to check out CBOE LiveVol. I purchased their 60-sec data for SPX, but hear they also have software for those that prefer not to build from scratch. I just observed this, but check out their other products as well. "http://www.livevol.com/options-strategy-backtester"

While I no longer do this (only trade Indexes and non-dividend instruments now), I previously collected the dividend history, and merely projected it to occur in the future. -- Only viable if you are willing to assume no change to prior periods. (you can tweak for expected dividend growth, etc)

IMHO: If you need to depend on the accuracy/precision of the Greeks & IV, one may derive their own. I do my own for my SPX trading. I don't suggest this is appropriate for most traders, however. Again, it depends on your requirement for precision! I do NOT do my own for other underlying...

I think most brokers supply "fairly close" IV/greeks, which is adequate for the masses. This allows them to use generic implementations where a one size (or few size) fits all mentality is acceptable. They seem to improve there derivation only when they fear they may loose clients if they...

While I had limited trading in SPY options, if you are comfortable with that (SPY option trading) and your trading is not dependent on some dividend related artifact, then the move to SPX (assuming the 10X size is part of the reason for the transition) should be smooth. European style, and...

A few comments: 1) SPX is 10X SPY (good for commissions) 2) SPX is European style (Good: no early assignment) 3) SPX spreads are wider (not so good, but should not be huge issue). 4) SPX is index and has no discrete point Dividend action (good). 5) With SPY you can trade the underlying to...

While not really my THANG... The times will likely be function of the underlying. Why not just plot some to observe? If using TOS, just add IV study, which is the "30Day" IV, which is one reasonable view.

The implication from the response posts are that using a probability cone for price range of underlying may have room for improvement. Incorporating Skew (and term) into the equation should improve the results. (The 800# Gorilla in the room). Please post this "improved" probability cone TOS...

Would shorting (or similar strategy) VXX approximate what you seek? More like playing the vol term slope at 60 days (term average of next two months VX futures).

There are various approaches to "rolling" your call up that may accomplish what you wish. For example, if you have ample time remaining, you "may" chose to roll your strike up based on delta. Investools "preached" a scheme of buying the call at 70 delta, then when the delta reached 86, roll...

Yes, by using the documented process stated in the prospectus.

I used a 1.03% and a 1.9% for a couple recent 3 day sequence periods, but error is much more than the interest rate error. So, while my TBAR could be slightly off, the issue I have is more severe. The CDR[t] value derivation is largest error source! Hoping someone has walked through a simple...

Since there is NO ETN Forum, please pardon my post in this EFT Forum. If you have, or have reference to spreadsheet validating sequence thru Roll with intermediate variable results, please respond or PM me! No BS or drama please! Am looking to validate a 2 or 3 day sequence passing thru the...

A few of us here are engineers ( and don't do "drama"), so it is very difficult for us to weed thru rants. (most will loose interest at first sign of drama) Is this statement from you, what you really are interested in "strategies people use to trade decreasing volatility" Please be aware, we...

When one is seeking a better understanding of something, is more productive to use proper terminology, so there is clarity and consistence of intent. Google reports that "falling": I have no interest in " &^%$ with you"! Just trying to ascertain what you were really seeking. My surprise...

Curious why your thread title states "falling price action", but your post references "a LACK of price movement"

Unable to "connect the dots" on partial question. "better choice than what for what specific strategy?" Am assuming you are seeking a "replacement" product... For example: VXX does not have a liquidation issue that bit XIV and "scared" SVXY. So, depending on what kind of trade you had in mind...

I primarily code in Perl. (the Phython of yesteryear ) Thinkscript is sometimes handy since they have a nice GUI interface for quick feedback for simple tasks.