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@GarrettKimmel thanks for answering. I have already calculated that. What I am not sure is how to remove my arbitrary number of 10%. I am thinking that probably I am passing better opportunities for Risk/Reward. I know that efficient frontier can help me. But I am checking if there was another...

Hi, I am able to get the Deltas for the list of options. However my level of risk it is discretionary i look for 90% probability of profit. I am not sure if there is a mathematical formula to calculate a more efficient risk tolerance. Before I get to the long task to implement an Efficient...

Yep you need to pay a month to get market data depth for options in Interactive Brokers. Well it is 3 times cheaper than getting it from ivolatility.com I will take a look on Taleb Put-Call Parity Thanks EG

@globalarbtrader This is great. This is getting me the structure of what I need. From the data that come from the TickOptioncomputation TickType, impliedVol, delta, optPrice, pvDividend, gamma, vega, theta, undPrice I have the 2 following questions: 1) Do you know if the implied Volatility it...

@stevegee58 You are right, a quick look in google it shows me that tickOptionComputation will return the greeks. However I still not able to find a simple example in python everyting that i found it is in java and C++. I want to base my code on python. Before I start jumping and cracking...

Agree, But if I want to calculate them i need the black scholes data as well. Like the real-time underline price, BID/ASK, VIX those are not an issue I know that can retrieve with ibpy. I am not sure where to get the "RO" the interest rates? and the Dividends? so with all that I will have the...

Hi Everyone I haven't been able to find a good example using Interactive Brokers API with the python library ibpy to get the full detail of the Greeks I think that I need to use tickOptionComputation. What I need it is a list of the Puts and Calls for a certain expiration day with their...

Hey eusdaki, Did you were able to hook zipline with ibpy? if so could you shed some light? thanks in advance