Introducing IVolatility.com to Elite Trader

[Slow Learning Elf]

Puts and Calls have their own respective IVs.
Are you meaning the IV for Put and Call for the same strike has to be identical? That would be wrong!
Or do you mean something else? Just give an example demonstrating your point of view.

I know it's a new concept for you, but a call and a put (European, with the same strike and expiration) are related through put/call parity. If the data shows different IV for these, it means the underlying is being modeled incorrectly.

 

[newwurldmn]

I know it's a new concept for you, but a call and a put (European, with the same strike and expiration) are related through put/call parity. If the data shows different IV for these, it means the underlying is being modeled incorrectly.

you are wasting precious bytes.

 

[IVolatility]

Good Morning IVolatility,

Do you have 10-20 years of ES futures tick data? I am trying to get rich, quickly.

Thank you

Hi!
Thanks for asking. Unfortunately, we only have end-of-day data for futures. If it works for you, you can send the request here: https://www.ivolatility.com/landing/data-request-form/.

 

[SimpleMeLike]

Hi!
Thanks for asking. Unfortunately, we only have end-of-day data for futures. If it works for you, you can send the request here: https://www.ivolatility.com/landing/data-request-form/.

Good Morning IVolatility,

I can get end of day data.

I can not get rich quickly with end of day data. Big bars will take me forever to get rich. I need the little tick bars.

 

[IVolatility]

Good Morning IVolatility,

I can get end of day data.

I can not get rich quickly with end of day data. Big bars will take me forever to get rich. I need the little tick bars.

We can actually provide you with tick data since October 2019. Please fill in the request form above, and my colleagues will contact you shortly with data examples, etc.

 

[IVolatility]

Dmitriy, I must ask (and I ask this of all new sponsors...)

Can it core a apple?

Why certainly it can core a apple (zip zip zip)

 

[SimpleMeLike]

We can actually provide you with tick data since October 2019. Please fill in the request form above, and my colleagues will contact you shortly with data examples, etc.

Good Morning IVolatility,

Thank you very much. This is what I need to be a rich ES trader.

Can you format the data so it is ready to be imported in NinjaTrader without me having to do any manual labor?

 

[Quanto]

I know it's a new concept for you, but a call and a put (European, with the same strike and expiration) are related through put/call parity. If the data shows different IV for these, it means the underlying is being modeled incorrectly.

Of course they are related thru the put/call parity.
How come you believe it's a new concept for me?
The Call and Put premium is the same only for K = S, for other K they differ.
Maybe we mean different things.
Can you give an example for a real data that is wrong according to you?

I rather think that you wrongly believe ATM K means S=K.
B/c S=K you will find very seldom in nature...
And that would explain your wrong assumption or expectation.

 

[IVolatility]

Good Morning IVolatility,

Thank you very much. This is what I need to be a rich ES trader.

Can you format the data so it is ready to be imported in NinjaTrader without me having to do any manual labor?

I am not sure, but we can send you a data example so you can have a look to see if it works to be imported into NinjaTrader.

 

[taowave]

UMMMM...No response?

I know it's a new concept for you, but a call and a put (European, with the same strike and expiration) are related through put/call parity. If the data shows different IV for these, it means the underlying is being modeled incorrectly.