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ORATS is the best on the retail side

I am noticing something fishy about ORATS data, could someone with ORATS api experience tell me what I am missing. I have emailed Matt as well. I am calling the URL https://api.orats.com/v2/live/volatility/ticker/AAPL,MST?user_key... The trade date says 2018-10-19 but the close stock price is...

I am not to sure what is going on with all these letters. :D IBM = $150 Dividend = 5% or $7.5 annually 1 Year 150 call =$10 1 Year 150 put = $10 You sell the call, buy the put (zero cost collar), buy the stock and voila you have a free ride on the 7.5 dividend. But what I am saying to the OP...

That is correct. However when the stock has a hefty dividend, the dividends are priced into the put so they still remain more expensive than the calls

Yes I agree that long term expected value is very hard to measure. But as a trader you have to try and measure it and trade based on your assumption Manage your risk accordingly. I have nothing more to say on this topic. Its pretty straight forward. 1) Find a trade that you believe will have a...

Tom, you only make money when 2 things come to fruition. 1) You have a strategy that has a positive expected value. 2) You manage your risk so you don't blow up before you realize that positive expected value. Look at Roulette, If the casino allows you to bet WHATEVER you want. Then a...

@Buy1Sell2 has no clue what he's talking about. Poor risk management will make a good strategy bad, BUT good risk management will not make a poor strategy good

@ElectricSavant Someone gives you constructive criticism and you block them? No wonder you are still trying to do the same thing for the past 15 years. Grow up

Calls become more expensive then puts. This has to do with brownian motion and how the option is priced. Imagine an option with 100 years. Would the call be worth more, or the put?

Can you show a zero cost dollar on a stock yielding 5%?

ES, I see you asking the same questions over and over about patterns. No two patterns are the same. Why have you not quantified your "patterns" and simply back tested them? Won't that answer all your questions, and hopefully allow you to move on too something more productive?

Got access to their api. Seems like its everything I am looking for. $99 a month not bad either. I'll update my experience with them in a few weeks.

Everything is done on the client server side, hence the reason I can not use Bloomberg data (will have to look into orats). If you are familiar with creating webApps, could you send me a PM?

I am creating an app to help trade earnings (for other users). I will not be able to use Bloomberg for this. When I upload the code to a Shiny server, they will not have access to the terminal. So I need a web based data source

Currently I am downloading option data from Yahoo's API however I am noticing that some of the option data is pretty bad. Actually really bad. Does anyone know of a cleaner source that has a easy to work with JSON/REST API? BarChart.com looks like it has very nice data and an easy to work with...

This made me LOL

Let's say SPX is implying 15% vol, but you think realized vol will be 12%. Price the butterfly at a 12 vol line and compare the difference. I wouldn't use the word "edge" here. If your short vol you are collecting risk premium.

Ill try and help you get this thread going @VixTraderdf. Your questions are really going heavy into the skew/kurtosis and I think that is a bad place to start with butterflies. So lets take a look at it from a pure volatility stand point. Short gamma/vega + limited risk is very attractive to...

http://1.droppdf.com/files/zWGdF/expected-returns-an-investor-s-guide-to-h-ilmanen-antti.pdf I very much liked this book (except for the fact he mentions "In this book we will discuss..." for the first 2 chapters lol. But I think this might set you down the right path. Ps. Do the author the...

@wrbtrader said it pretty good. Just from the paragraph you wrote, we can break down what the problem is. If you "need" something from the market, you wont get it, or at least not without paying a hefty premium. I have never heard of someone who spent 7 years testing the default stockchart.com...