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TOS - how do I get greeks at the time of a trade?
- Thread starter sync
- Start date
Quote from sync:
Is there a way in TOS to figure out what the greeks were at the time I put on a trade several weeks ago? I can look in Thinkback but there was a huge market move after I put the trade on.
I don't know about TOS, but you can use an option calculator.
Insert the correct number of days remaining, stock price, option price, interest rate, dividends, and you will get the implied volatility and the greeks.
Mark
http://www.cboe.com/LearnCenter/OptionCalculator.aspx
Quote from sync:
Is there a way in TOS to figure out what the greeks were at the time I put on a trade several weeks ago? I can look in Thinkback but there was a huge market move after I put the trade on.
I don't think there is a way, unless you know the underlying price and volatility at which you traded, then you can use the analyze tab to get the greeks.
It never occurred to me that the analyze tab would work with dates in the past.Quote from MTE:
I don't think there is a way, unless you know the underlying price and volatility at which you traded, then you can use the analyze tab to get the greeks.
I should be able to get price but don't know how to get volatility for that particular time.
I guess this would also be an issue for Mark's solution.
Quote from sync:
It never occurred to me that the analyze tab would work with dates in the past.
I should be able to get price but don't know how to get volatility for that particular time.
I guess this would also be an issue for Mark's solution.
Actually, if you know the price of the underlying then you can find the implied volatility by matching the option theoretical price to your trade price (i.e. just adjust the volatility up/down until you arrive at your trade price) and then you can see the greeks.
It looks like TOS charts only provide intraday data for the last week. So I guess I can't get the price from there like I thought.Quote from MTE:
Actually, if you know the price of the underlying then you can find the implied volatility by matching the option theoretical price to your trade price (i.e. just adjust the volatility up/down until you arrive at your trade price) and then you can see the greeks.