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Same here:

My Bad... I see it in the title, now. I use TOS, so perhaps someone with IB, can provide clear example.

Typical entries for Iron Condors, are "Sell to open". These are normally placed as a single order, to allow you to control the price. Are you using TOS, IB, ...? Providing that info, may result in more descriptive suggestions.

Interesting: Below is screen shot from TOS. Each broker seems to have their own derivations for both the Individual IV, as well as the series IV. If your trading is sensitive to this, it may be wise to derive your own. Note: TOS computes a different IV for the CALL VS the PUT for the same...

Ditto what Robert said. Also, you stated "index fund"! Seems your terminology may be adding to confusion. -- Which INDEX are you referencing? -- It is assumed, this is NOT a hypothetical question!

I'm responding before giving much thought, but for each 2 14.50 puts Desired, can't you merely do one 14 + one 15 put, as a rough replacement? Ie, roll 4 (of 8) 16 puts, to 14 strike, and the other 4 roll to the 15 strike, for a new position similar to a 14.50 strike?

Great point. I started to revise to clarify "probabilities" are those one is willing to stake their capital on, so would NOT be someone else's info, but self derived to obtain "ownership" in the quality of the info. <-- Not stated well, but hopefully the intent is clear. An attempt at humor...

I appreciate THIS thread! It makes one rethink this process... For a prospective trade... "If the success probabilities are high enough, how much of your capital should be allocated?"

Not really! That you can buy! -- The fewer instruments, the less expensive. You can pick the resolution needed for your type of trading. I use 1-min data, which has adequate precision for me. Roughly $1K/ underlying.

My comment was "really" not meant to be sarcastic! I am writing my own, but fear I may not live long enough to reap the rewards! -- spoken from a personal perspective. -- The details, that most just "gloss over" (I think to their own possible detriment) is daunting! (some work can deal with...

IMO: If you want more than a "back of a napkin" rough idea, I think you are out of luck. What I find, is if one pursues that avenue with precision in mind, to be as close as possible to a real forward test with real money, there will be more criteria to specify than most would care to...

IMHO: The most difficult step is determining your requirements (what do YOU want<-be anally specific). Tail chasing (trying to fit what someone else's requirements are to yours) can be circular, if you don't keep each in perspective. I agree... Money management is non-trivial, but is key.

IMHO: However, before putting too much confidence in my statement, know that I am no good in directional trading, the basis for your post! (others here likely have more relevant feedback) 1) Yes, you are curve fitting! However, that does NOT necessarily mean your thinking is flawed. Consider...

Please beware that from open to close of a day, time is NOT the only thing that changes! --- Look at the derivation of theta, and realize market conditions are also a primary factor. From the question, it seems you may not be taking a comprehensive view surrounding your question. (doing some...

IMHO: The solution you seek will not be found within ThinkScript! While there are some functions that seem to relate to options... You will be disappointed unless your pursuit is trivial. You can try Pasting your complete ThinkScript here, and some can examine and provide feedback. You may...

I'm very curious. I am not familiar with a specific DLL -- do you know the filename of the DLL? Since you have already tried the obvious things, have you also tried to insure it is not something simple like the RTD ThrottleInterval set to -1 in Excel? -- I'm trying to insure the simple reasons...

RTD is NOT an add-in. If you have TOS, open TOS, open Excel, go to TOS->Trade->All Products Then select your underlying, and option chain, then Export -> Microsoft Excel Paste to your Excel, then you should have something to observe. Note: the referenced "Export" above is one of the hiden menu...

1st stop should be your broker, as it is typically free. There are paid services;-- for SPX I like CBOE Livevol.

R1234: I found this, courtesy of Raul Sarin, that may relate to your issue. VBA code follows: '..... Code Developed by Rahul Sarin to Fix Excel 2016 RTD issue with TOS........ Public Sub UpdateRTDFunction() Dim wks As Worksheet Dim rngFormula As Range, cell As Range With [Application]...

My primary use is with Excel 2016 on a Win 10 machine! No issues. However, you have my interest with your commet "OpenOffice --- stream TOS" statement! <-- I am very curious, as the only reason I bought Excel 2016 was for access to RTD! BTW: I do recall others having issues initially getting...