Market Value calculation of option

[taowave]

Market Chameleon has some free rolling Vol and skew charts which are very good

https://marketchameleon.com/Overview/TSLA/IV/

Orats is a paid service which is my go to option analysis/scanner/backtester

@newwurldmn, just curious, are you able to see how atm implieds behaved from mid last week until after the delivery release? I don't follow TSLA but am curious. I think you mentioned 58 or 60 vol points earlier, was that in line with implieds throughout the past week or so?

 

[Mazedonia]

Thanks, Tao, will take a look

Market Chameleon has some free rolling Vol and skew charts which are very good

https://marketchameleon.com/Overview/TSLA/IV/

Orats is a paid service which is my go to option analysis/scanner/backtester

 

[Mazedonia]

Makes sense. A non-event then.

they were coming down from late dec to 12/31 across the board. They jumped on the rally yesterday with the shorter terms moving up more than the longer terms (as would be expected)

 

[taowave]

Not trading TSLA,but check vertical and horizontal skew as well..That may have shifted

Makes sense. A non-event then.