Is there any tool for graphing option spread bid/ask prices over time, with several years' history?
If not, how much would you pay for such a tool if I built it myself?
If not, how much would you pay for such a tool if I built it myself?
Tool for graphing option spread prices
- Thread starter ScroogeMcDuck
- Start date
Just curious, why would I care about the spread between the bid/ask over several years of history? Not trying to be sarcastic but what does that information do for you to trade? Also the spread is different whether it is ATM options or far OTM or if you are talking about front month versus 6 months out.
Just do not see any useful trading information here.
Just do not see any useful trading information here.
Takes about two minutes to do in R.
The options may be illiquid so there won't be trade prices on all the dates.
Easy fix that also takes two minutes. Open an excel spreadsheet, create a macro for put/call parity. Download the prices that are liquid and and price the corresponding synthetic. Problem solved.
If illiquid, why would anyone be foolish enough to trade them? Illiquid to me means outrageous risk. I don't see any value of having graph this either.
If you looking to produce something that is not around, charting of intraday option spreads or Commodity spreads, most traders don't have these I don't believe.
If you looking to produce something that is not around, charting of intraday option spreads or Commodity spreads, most traders don't have these I don't believe.
here's some daily commodity spread info http://bit.ly/1eJFJV6 anymore stats I can add if someone wants
To the OP if your tool provides the data maybe its useful to someone. Maybe you can partner with a data provider and create visuals. subscriptions
You guys focusing on the b/a spread...even for products that have spreads .03 apart, you can often place an order inside and see if you get filled.