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    Premium difference between SPX and S&P Mini (ES) option premiums

    Wow. now that I look deeper. If you look at the ATM Puts and Calls for the leaps. The premium for puts are even larger. Not as much as the dividends stated. But now I see.
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    Premium difference between SPX and S&P Mini (ES) option premiums

    So this does make sense as the next Ex-Div is tomorrow @ $2.133. The next ex-div is Monday for $2.7, so Friday it should be acting similar, and more so. What I am curious about is the days that don't have an ex day the next. Which is tomorrow and also on Monday. I'm looking forward to seeing how...
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    Premium difference between SPX and S&P Mini (ES) option premiums

    And thank you for your input!!!! I really appreciate it.
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    Premium difference between SPX and S&P Mini (ES) option premiums

    Hey Jack. Where can I find that Dividend info you took a screenshot of in IB?
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    Premium difference between SPX and S&P Mini (ES) option premiums

    Interesting. Thanks for your input. They were like this all day today and yesterday. Whether the market was moving up or down. I used those different times because it is when each underlying contract was trading right at the money of the option strikes I was analyzing. We have all seen puts...
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    Premium difference between SPX and S&P Mini (ES) option premiums

    Hmm not sure if I understand here is an example of how they were priced at the time. Using Feb 15th Expiry's Time: 14:55:40 - SPX price - 2,294.99 - 2,295 Options PUT - 9.20/9.60 CALL - 7.30/7.70 TIME: 14:58:30 - ES Price 2,290 - 2,290 Options PUT - 8.25/8.50 CALL -...
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    Premium difference between SPX and S&P Mini (ES) option premiums

    Hello, At the moment, both the SPX and S&P mini (ES) are at prices that match (extremely close) to at the money strikes for their options chains. If I bring up both the ATM put and call for each contract for the same expiry day, the ES premiums are nearly identical, which makes sense. But the...
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    Historical RSI Data

    Thank you. I tried to download the excel file they provide but I get an error, a message that says the file is corrupted, and it wont open. odd. Work for you?
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    Historical RSI Data

    Hello, I was wondering if anyone knew where one could acquire daily historical RSI value data for equities or ETFs? I found Ycharts but it costs $100 and I only want the SPY, for now. Here is the link to the data https://ycharts.com/companies/SPY/rsi_1 I have also check QUANDL. Any help is...
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    VIX Calulation and level meaning

    Hello all, As many know it isn't easy to understand the VIX calculation and level meaning. I thought maybe someone could help on one question I have. I was wondering if the relation to the market and index value movement is relevant to where it currently stands or is generally the same...
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    Time value lost overnight and during trading day - more in either?

    What do you think it would be on less than a week to expiration? Thank you for responding.
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    Time value lost overnight and during trading day - more in either?

    Longthewings: Please correct me if I am wrong. From what I understand you're saying. If the stock, heck, the entire market, stayed exactly the same from one open to the next day open, the options would not nearly decrease in value over the night as they would during the trading day, due to the...
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    Time value lost overnight and during trading day - more in either?

    Hello all, I am very curious as if there is a significant difference between the time value lost from a) close to open and from b) open to close during the trading day. Assuming all else remained equal (stock price, volatility, etc). Any thoughts? studies? I do know there can be so many...
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    Price neutral betwen 2 diffeent stocks

    Hello. I am hoping someone could help me with the math for the scenario proposed. I would like to Long CELG and Short C, evenly, with options. What I am tying to figure out is how to have them react in the same way. For example. Lets say I thought they were going in their respective way by...
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    Option Strategy Analysis Software/Service

    OK. I have searched the forums and truly thought I could find what I was looking for before posting. I have been using the IB strategy lab for my options trading but am looking for something a little more robust. Is there any software out there like this but better? For example. When...
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    A recommended firm that allows overnight holds

    Maybe a prop firm is the incorrect type. The real question may be more of this. What would be a great way to monetize a buy and hold, max 90 days, strategy that has proven itself? I am not really sure of where to start..... besides my own money. What kind of firm could I approach that would be...
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    A recommended firm that allows overnight holds

    Could anyone recommend a remote prop firm that is not focused on day trading? My strategy is a 10-90 day hold. Thanks, Brennen
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    Backtesting

    Hello, I have been requested to back-test my strategy for the past 2 years and am looking for how to easily calculate the outcome. I already have about 200 trades for each 2012 & 2013 that I would have executed ready to calculate. Is there any websites or suggestions on where I could...
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    NYSE & NASDAQ listing by date

    Would anyone know where one would be able to download the full listing of companies on the exchanges which would also provide their IPO/inception date? Thanks! Brennen
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    How to buy options to be neutral

    Hello. Say I am looking to buy one stock and short the other. For example. Purchase $10,000 worth of abc and short $10,000 work of xyz. Kind of like hedging with the exact same value. I would like to do this with a call and put. Since it is inevitable that the prices of the call and put to...
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