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Showing results for tags 'volatility'.
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Introduce Yourself Here - Don't Be Shy!!
trading4life posted a topic in Beginners ForumHello, My name is trading4life. I just joined this forum.
Calculating Option Prices (Volatility Component)
dominover posted a topic in Beginners ForumAs an input to calculating option prices one of the inputs is the underlying stock's historical volatility. What time frame do you use for this calculation of historical volatility? (how many days)? Thanks
Call Ratio Backspread Definition
Igor posted a topic in Trading DictionaryThis is one of the measures of implied volatility and price influences on options positions known as the "Greeks".
A Question About Double-Listed Options
Compel Technic posted a topic in OptionsHey guys. Forum newbie here. I'm coming to you guys to find the answer to a question that has been bothering me. I've been getting into volatility index ETF based options lately, and have come across something weird that I need to figure out. It appears that for some ETF's, forsome expiry months of those ETF's, there are two unique call and two unique put options at each strike price. As an example, here are links to the January expiration options for VXX: http://www.nasdaq.com/symbol/vxx/option-chain?money=all&dateindex=4 http://finance.yahoo.com/q/op?s=VXX&m=2014-01 Looking at the January 2014 options, we have both of these options symbols, with their associated trading values from yahoo finance as of 8/14/2013: VXX140118C00009000 0.10 VXX1140118C00009000 5.65 (*) I would like what the difference between these two options actually is, that makes them worth different prices on the market. I have tried looking through options chain data on yahoo, nasdaq, etc. to find this information, but to no avail. I've tried googling this information, but have not been able to find any info. that would help:angry:. So here I come to you to ask- what gives? Why are there two symbols different, and why do they both exist only some of the time? If it helps for identification purposes, the second option(with the *) has an extra 1 inserted into the symbol, and the other option has a symbol that matches the usual format. So far, all of my research has led to nothing- so I need your help. I'm much obliged! P.S. It may interest you that I'm working on a python program to estimate the value of volatility ETF options at expiry. The program scrapes options value data, as well as the historical prices of the underlying ETF, in order to generate a probability distribution function of the value of each option at expiry, assuming that the underlying ETF has similar price movement behavior as it has shown in the past. See the program on github: https://github.com/CompelTechnic/QuickieStockAndOptionsScraper
Finally Considering Trading As My Full Time Business
Derivs posted a topic in Beginners ForumGood day everyone. Finally I have pursued the profession I have been planning for a long time. While I have gathered knowledge and skills on technical analysis, volatility, correlation, yield curve, etc., I am feel I still have so much to learn. I am looking forward to join the discussions. Thank you.
Volatility Skew Definition
Igor posted a topic in Trading DictionaryA volatility skew is seen when there are more call-write than put-write orders in the equity markets.
Volatility Quote Trading Definition
Igor posted a topic in Trading DictionaryVolatility quote trading is another option asset that is used to trade market volatility. It is used by advanced traders.
[vsa] New Volume Indicator
hariusa72 posted a topic in Technical AnalysisI found a new volume indicator at http://www.tradershelpdesk.com It is really interesting. Surprisingly, I found that the color of the volume bar (buyers versus sellers) wasn’t important – it is really about the height of the volume bars, which is also what Tom Williams says in his book, Master the Markets (you can download the indicator and book free from their website). I hope this will help other volume traders.
http://www.tradingmarkets.com/.site/stocks/education/Volatility/ these are pretty good . enjoy.