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what exactly is the cointegration math? Anyone would post the steps of calculating cointegration and the significant?

Cointetgration does not have percentage. The coefficient of cointegration is either significant or not. Anyone know how to convert the significant to percentage terms?

How does catalyst corner calculate the cointegration percentage? Anyone knows? which type of cointegration does the web page uses? Or is the formula proprietry?

Anyone knows the math on how to compute the cointegration percentage on catalystcorner.com?

How do u interpret the cointegration coefficient? Whether is significant or not significant? What statistical table is use for the significant the t-statistics?

Anyone know how to compute cointegration? Baby steps please. Anyone good element tutorial on this topic with illustration data?

what is exactly your setup?

how does the exchange determine adjustment of strike different? 5 dollar different to 2.5 dollar different. Do they use volatility to adjust the strike different?

Generally what is the duration for a trader holding shorting front month options for theta to accumulate enough to override directional loss and vega loss and yield a proper profit assuming three scenarios 1) trading range 2) directional but whipsaw 3) very directional with little whipsaw...

delta is a lagging value that is delta of 0.25 today does not implied tomorrow option price would decrease 0.25 should the stk price decrease one dollar?

delta not calculated from actual stk and option price than why would so many people use delta to determine how many contracts to hedge? isn't p n l is from actual stk and options price? why use theory delta which is not from really directly related to stk and option price?

today the delta value is 0.25. does this implies that tomorrow option price would decrease 0.25 with the stk price decrease 1 dollar? what is asking is today delta value reflect how much option price change tomorrow?

But gamma and delta are greeks value of today. That implies the 0.05 gamma and 0.25 are derived from change of stk price versus options price and delta of yestersday to today. These values do not say how tommorrow change of option price is calculated from today delta of 0.25 and gamma of 0.05...

Would you give an illustration on accounting for gamma and vanna and vomma? Why would second derivative affect the option value? They just affect the basic greeks value

Does the options greek fully explain the change in options value? Delta = 0.25 Theta = 0.05 Vega = 0.16 Today the greeks value for a atm call are the above and the stk xyz fall a dollar and implied volatility decrease 1%. The call value is 2.30 and yestersday value should be 2.26...

How to determine how much portion of the options value change is due to change in stk price, value erode and change in implied volatility? The Jan 11 call price for msft fall from $2.82 to 2.62. How to determiine how much is due to stk price change, volatility and valeue erode? Msft stk...

increasing implied volatility makes options more expensive but increase options theta which makes options value erode more. should you sell option on increasing implied volatility or decreasing implied volatility? because increasing implied volatility makes options more expensive and thus a good...

does decreasing ivol positive or negative for theta?

Definitely there is a some source for delisted stk for US

Is there a official source having all the delisted stk from the exchange?