Testing Greeks

[met1989]

Hey
On TOS there is a function of on demand to test historical pricing but the Greeks are not possible to test is there any where I can test it?

 

[stepandfetchit]

Hey
On TOS there is a function of on demand to test historical pricing but the Greeks are not possible to test is there any where I can test it?

You are correct! -- If using OnDemand, you can get OI, Volume, B/A, but not the greeks or IV. You can try to calc the greeks yourself OR, if you are OK with EOD only, you can use "thinkBack", which does support Greeks!

 

[met1989]

You are correct! -- If using OnDemand, you can get OI, Volume, B/A, but not the greeks or IV. You can try to calc the greeks yourself OR, if you are OK with EOD only, you can use "thinkBack", which does support Greeks!

What is EOD?

 

[stepandfetchit]

What is EOD?

EOD is for End Of Day

 

[RainMaker3000]

Hey
On TOS there is a function of on demand to test historical pricing but the Greeks are not possible to test is there any where I can test it?

ask Athena, All joking aside, which greeks do you want to backtest on what issues...?

 

[RainMaker3000]

What is EOD?

I think, end of day pricing...