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Try: http://www.crimsonmind.com To get recent daily changes for a specific strike I use this method: Enter any quote (say: msft) then click column Strike (History) in the quote table. I use intraday snapshot from the site as well. You can get historical quotes as well (manually, day by day...

Excel is also a good backtesting tool. spy, straddle, fly, backtesting, jwcapital…. This rings a bell…. Similar discussion: http://www.elitetrader.com/vb/showthread.php?s=&threadid=120465&highlight=markgny or search for a thread Short Straddle Update

Some links/sites from few months back (from ET forum): http://www.elitetrader.com/vb/showthread.php?s=&threadid=121798&perpage=6&pagenumber=2

Summary: spy 132 April straddle could sell 7.5 last month. I have Iron Butterfly 125-132-139 (selling straddle and getting protective puts/calls) for 4.85 (max loss around 2.15). Just closed my fly today for 4.2. Profit: 0.65. (should closed on Tuesday, regretted yesterday, do not want to wait...

It makes three of us. I did short straddle for SPY 132 last Friday but I did not follow to the short straddle plan and I wasted money on protective put and call 139 and 125 (7 from 132 as I mentioned in previous thread since the credit was close to 7) – ended up with iron butterfly. 1...

Too late to edit my post. I am a ‘free stuff’ type of amateur options trader/analyst and <b>I should not post a comment “unbeatable prices” with a link to a site</b> (I mentioned I do not use) that is less expensive than some other sites but clearly not with the “unbeatable...

I was also looking for csv and I found that: 1. CBOE is the place for current data (download the file option): http://www.cboe.com/DelayedQuote/QuoteTable.aspx 2. I used also excel web read (not recently): excel ->data->import external data->new web query: Type (sample)...

jwcapital, I agree with you in most of the points and I am glad someone took time to confirm my ‘findings’ and apparently used it in practice. Points I want to make: 1. I realized quickly that we need to adjust the number of contracts and this was the reason I used percentage (or...

1. Protection to the downside by buying puts so that there is almost no downside risk (strike of puts = strike for selling puts/calls - initial credit for puts and calls, eg. for March 2008 we sold 135 strike for 8.2 so the protection puts would be at 127). The average gain is reduced to 10% and...

Quick update and new test results. 1. My spy selling call and put for March 2008 for $8.2 strike 135 is still $1.7 ahead (even with all the down movement). 2. I repeated the analysis for last 28 months for qqqq, djx, and spy and to simplifiy the strategy I sell put/call for the closest strike...

Thanks segv for pointing me in vol. risk premium direction: Googlegives a lot of pdf research documents (a lot of them deal with currencies) but essentially what spy sample here showed was: spy positive risk premium without writing/reading research paper but with quick ‘not scientific’...

Attached Excel file sort of suggests I was using real market data with bid price (no slippage) (excel has also ask price but I removed volume and OI to limit number of columns). I used spy options quotes from third Friday of a month (28 previous months) and copied to excel the closest ITM and...

Wayne, You are so right about Jan expiration (it looks obvious - after the fact - from the excel I attached that I had a typo in the only manual column I filled). I close the position at the expiration Friday (this would be Jan 18 for Jan expiration options I sold on Dec. expiration Friday...

To partially answer “the question” what is better: buy or sell options, I did 28 months test for SPY with the following methodology: If price at expiration Friday is +- 0.2$ from strike, sell straddle (e.g.: price 140.15 sell straddle for next month at 140), otherwise sell strangle (put and...

Another candidate like: ATN from http://www.elitetrader.com/vb/showthread.php?threadid=116446 UNFI Avg. stock volume < 500k Options volume almost not existing (last few weeks options volume was very rarely over 100). Open interest negligible. Large volume of puts today: March 08 22.50...

Just some of my thoughts Starting with: - ATN was mentioned TWO WEEKS ago (volume/open interest can cause big swings -my first post) with observations from intra-day action (subsequent days action in next few posts) (NO PIN WAS MENTIONED ;-))) - Two days before expiration ATN action was...

optioncoach Just not to get into an empty messages exchange, you are one of few here I will stay away from arguing about options. But, I belive you are missing the point of the thread (and my analysis) and you just automatically replied when seeing ‘pin’. 1. ‘Pin’ was mentioned only...

ATN trade update. Till today everything was (and still is) by the book (or my theory). ATN was up yesterday (with overall market down, even oil/gas drilling industry was down). My 0.65 calls form few days back were $1.65 ITM. I interpreted the up move yesterday by large open interest...

This information is closer than you think. If you are reading this message, look at top menu of ET in our browser. Can you see ‘options analysis’. Looks like information there is courtesy of IB. Information/data in tables are OK but I find reading the commentary below tables more useful...

Reading for your entertainment based on some interesting ‘facts’ I noticed yesterday: If you make a movie based on some suspicions what happened to UNH options last few days it would be like: 1. The New York state attorney-general sue UHN for allegedly defrauding consumers by...