Is this one of the greeks yet?

W

wxytrader

Is there a way to rank options based on their premium value compared to other options? Options with the same IV can have vastly different premium values.

Here is an example for 2 atm options with the same expiry from 2 different stocks.

Option #1

Delta: .406
Premium: $2.74
Stock price: $7.71
14%



Option #2

Delta: .434
Premium: $25.91
Stock price: $53.54
21%
 
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wxytrader said:
Is there a way to rank options based on their premium value compared to other options? Options with the same IV can have vastly different premium values.

Here is an example for 2 atm options with the same expiry from 2 different stocks.

Option #1

Delta: .406
Premium: $2.74
Stock price: $7.71
14%



Option #2

Delta: .434
Premium: $25.91
Stock price: $53.54
21%
More...
Why don't you post a real example instead of hypothetical one? People don't like playing games.
 
wartrace said:
Why don't you post a real example instead of hypothetical one? People don't like playing games.
More...
Just post the options chain of each OR admit you don't have a clue. If the IV is the same I don't see how your numbers work unless they were ass pulled.
 
wartrace said:
Why don't you post a real example instead of hypothetical one? People don't like playing games.
More...

Those are real examples!


wartrace said:
Just post the options chain of each OR admit you don't have a clue. If the IV is the same I don't see how your numbers work unless they were ass pulled.
More...

MrMuppet said:
pls dont...this stuff is way over your head. If you don´t blow up with your elliot mumbo jumbo you definitely will with options
More...

LOL a lot of angry elves out today....what's wrong you guys lose money again? :)
I assume I am the only one who can actually do the Black Scholes calculation to adjust for IV?


upload_2024-5-14_18-20-3.png


upload_2024-5-14_18-20-20.png
 
Last edited:
wxytrader said:
Those are real examples!






LOL a lot of angry elves out today....what's wrong you guys lose money again? :)
I assume I am the only one who can actually do the Black Scholes calculation to adjust for IV?


View attachment 340385

View attachment 340386
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You still haven't told us what the underlying is. Since you are withholding information how do you expect a useful comment? I have no further comment and I am blocking you for wasting my time. Good Day.
 
wartrace said:
You still haven't told us what the underlying is. Since you are withholding information how do you expect a useful comment? I have no further comment and I am blocking you for wasting my time. Good Day.
More...

Does it matter? Everything you need is in the screenshot.
 
This might be a little over your guys's heads.

NVDA ($923.50)
IV: 47.73%
atm put: $17.10
Delta: .43
.79%

TSLA ($181.33)
IV: 50.48%
atm put: $4.20
Delta: .43
1%


Would the +- 2% in IV be the difference here or did I just discover skew across different stocks? :)
 
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