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| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 1 year, 7 months |
| seen | May 19 at 14:20 | |
| stats | profile views | 93 |
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May 19 |
awarded | Popular Question |
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Apr 25 |
comment |
option chain data visualization, sunburst @lmorin they are there |
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Mar 18 |
revised |
option chain data visualization, sunburst added 1009 characters in body |
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Mar 6 |
awarded | Popular Question |
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Feb 20 |
revised |
option chain data visualization, sunburst added 255 characters in body |
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Feb 20 |
asked | option chain data visualization, sunburst |
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Oct 6 |
answered | Is it possible to “steal” financial data on publicly traded companies off the internet? Legally, I mean, what is the truth about “data” as a property |
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Sep 29 |
awarded | Yearling |
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Aug 5 |
awarded | Benefactor |
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Aug 1 |
comment |
Science behind options pricing into Earnings event thats true, I just remembered that the option pricing is based on the volatility from previous earnings events |
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Jul 31 |
comment |
Science behind options pricing into Earnings event this was very useful, but I am referring to how options price the initial sharp move so well. for instance the price of a straddle before an earnings announcement prices in a 7% move in the stock (before the straddle will become profitable after IV crush). Immediately after earnings release the stock pops near exactly 7% in either direction. Why does this happen with such frequency and accuracy |
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Jul 29 |
revised |
Science behind options pricing into Earnings event added 12 characters in body |
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Jul 28 |
revised |
Science behind options pricing into Earnings event added 17 characters in body |
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Jul 28 |
revised |
Science behind options pricing into Earnings event added 165 characters in body |
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Jul 28 |
asked | Science behind options pricing into Earnings event |
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Jul 9 |
comment |
What drives changes in implied volatility on ETFs/ETNs? yes, there is a bit of cognitive dissonance, as I completely disagree with what I've read about how the markets works, simply by observations. so I would like to get to the bottom of this |
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Jul 9 |
comment |
What really drives option implied volatility? for reading I opt more for VIX white paper and that sort of thing, but I suspect they aren't the most impartial straight to the facts sources out there. I'll check out Hull's book |
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Jul 7 |
comment |
What really drives option implied volatility? the problem is that changes in implied volatility are SAID to be because of changes in demand on that contract. But instead, the quotations from the market makers are only changing because of implied volatility, where there is no demand. |
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Jul 6 |
asked | What really drives option implied volatility? |
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May 27 |
accepted | What are VIX back-month futures based on? |
