MacMillan's Power Analyzer

[union1411]

It's $500 (ok, it's not technically his but it's on his site).

It provides a service that I want: grouping of IV by percentiles. So, if IV on an option today is 20%, the program will tell me what percentile it is in based on past IV (100 days, 1 year, whatever).

Anyone here know if any brokers offer this feature as part of their package? $500 is a bit steep.

 

[lar]

Hi Union1411,

If you trade futures, this is free:

http://platinum.optionetics.com/cgi-bin/oamergef/www/tablesf/rank6mo

Peace and gtty,

Lar

 

[jdpollock]

Has anyone tried this software?.am looking for something with probability analysis and backtesting optionvue is too expensive and optionstation doesn't,t seem to have the scanning ability.