Hello,
So if there are positions that have accumulated over time it would seem that looking at the positions through a daily snapshot is not optimal. I'm sure I'm not the only one that's come to this conclusion. In fact I know I'm not because that's exactly how folks that follow Max Pain view positions, by expiration. (Its not the purpose of this post to discuss Max Pain, its only an example). Is there any app where one, without boiling the ocean, can view options data, e.g. strike, current underlying price, aggregated premium by position, expiration, etc. I've looked at over 100 different apps, websites, Livevol, OPRA, CBOE, etc., etc., etc. and doesn't look like anyone has this data. The Max Pain sites have this data but its isolated by symbol, not a scan or a report.
So if there are positions that have accumulated over time it would seem that looking at the positions through a daily snapshot is not optimal. I'm sure I'm not the only one that's come to this conclusion. In fact I know I'm not because that's exactly how folks that follow Max Pain view positions, by expiration. (Its not the purpose of this post to discuss Max Pain, its only an example). Is there any app where one, without boiling the ocean, can view options data, e.g. strike, current underlying price, aggregated premium by position, expiration, etc. I've looked at over 100 different apps, websites, Livevol, OPRA, CBOE, etc., etc., etc. and doesn't look like anyone has this data. The Max Pain sites have this data but its isolated by symbol, not a scan or a report.