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Yeah, that's why I wrote about saving manually or parcing on a daily basis. I guess this won't fit your needs as you want history quotes back in the past. OK then, please share your conclusions on Quandle.

While I was searching for the exact dataset, the only way I found was to save manually (or parce automatically) EOD prices on the Barchart site. This is the only reasonable and totally free source for all futures options. Will be glad to hear some news on that.

Say you spent 40 hours a week for formula searching. It's approx. 2000 hours per year, so are you saying about 15 years of constant search process before you done with it? True? :) And what's the point of this thread? Are you selling anything? I'm interested, by the way.

I've got a free CME account at Quikstrike. There're current market quotes only and no option histrorical data AFAIK. Well, it's a copy of Barchart spreadsheet, so there're only current market quotes with no ways to go earlier. I need just EOD close price going deep in history (a couple of...

Hello everyone. Well, there's a bunch of threads about historical option data there, but... is there a free way to get a very simple quote - EOD close price for futures options? All I want is the table that Barchart runs on its site on a daily basis (screen attached). Barchart got the data, of...

Login to CME CORE personal account (free to register), then go to Margin Calculator. All calculations are made via SPAN margin. http://www.cmegroup.com/clearing/cme-core-cme-clearing-online-risk-engine.html Ask a question in the broker support. The question is 'Are your margin requirements...

JackRab Thanks, that's an easy explanation. Yeah, I understand that theta decay is the main con of the approach, although front side can rise much even almost at expiration (if it's close enough to ATM, of course), which can't generate profit, but can compensate loss at least. And even in my...

Maverick74, sle Thanks for your posts, guys. Kind of weird feeling when a freshman student suddenly enters class room with 2 professors debating about Einsteins's theory details :) Well, I'm not holding to expiration in strategy #3 actually, which I want to discuss. I held to expiration in...

Deuteronomy_24_7, Maverick74 Thanks for the input. Yeah, I understand options price quoting is highly effective. But let's assume I'm dumb in options. I have EOD prices for commodities options saved manually from Barchart. I run trades on paper doing long front month strangle, short back month...

Correct me if I'm wrong. While doing some math and live trades with long/short front/back month futures options, that was the way of my thinking and trading path: 1. Let's short naked strangles (yeah, want to cut both sides, and don't like directions in trading). Open 1 month DTE strangle, wait...

Hello. Is there a way to display volatility charts for a few forthcoming months, i.e. CLN6, CLQ6, CLU6 as example? Chart should be vol to time relation, i.e. vol values on Y and time values on X axis respectively. I have an example from Russian stock exchange platform (Quik), there're 2 charts...

You've missed the ABC of options trading. You suffer from time or theta decay, which drain the price of the option while the time goes till the expiration. Take a look at video of OptionAlpha http://www.youtube.com/watch?v=4X3HBFntkds or read a little at OptionMonster...

Try TD Ameritrade (ex Thinkorswim) as they provide really low SPAN margin on option selling with easy margin preview in their platform. I've studied also IB and Vision, TDAT is the best IMHO. Yeah, spread's margin is much lower than naked, as its premium though :) So spreads and naked...

Hi guys. I'm looking for a specific options expiration dates calendar for 2014. I'm talking not about this one, with general ideas of expirations: http://www.cboe.com/TradTool/2014_CBOEwebsite.pdf But about this one, with exact dates (see page 2)...

Can you share examples of Auto Liq? I've seen IB educational video on margin calculations, and so I've got the idea of 'cushion' should be positive. Does cushion mean buying power?

Thanks for your input, rwk, it really helps. Yeah, I've been shorting naked options and spreads for a period of time, and there were no problems like this with NG. So I'm sure in rule that no matter what, if you short side was definitely out of the money on the moment of expire (+ additional...

Sure, I've done it already. The questions was about live money accounts - will this credit spread, which prices were skyrocketed due to volatility, expire wortless as it was out of the money still? I've got the answer from TOS suport, that most likely yes. Will it? :)

Got a reply from TOS support. ----- First, please note that if you are trading Options in a Paper Money account you should close out of them before expiration or they will make the account so it is not tradable until you manually adjust the positions. In a Live Account, these Call...

NG at expiration chart

Hi guys. I do some backtesting in Thinkorswim paper money account, usually writing out of the money vertical spreads with target to keep them OTM till the expiration and so get all the premium in my pocket. TOS papermoney account have some 'nice' features like keeping expired positions in...