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  • 11 votes cast
Mar
18
revised option chain data visualization, sunburst
added 1009 characters in body
Mar
6
awarded  Popular Question
Feb
20
revised option chain data visualization, sunburst
added 255 characters in body
Feb
20
asked option chain data visualization, sunburst
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
Sep
29
awarded  Yearling
Aug
5
awarded  Benefactor
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
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
Jul
29
revised Science behind options pricing into Earnings event
added 12 characters in body
Jul
28
revised Science behind options pricing into Earnings event
added 17 characters in body
Jul
28
revised Science behind options pricing into Earnings event
added 165 characters in body
Jul
28
asked Science behind options pricing into Earnings event
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
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
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.
Jul
6
asked What really drives option implied volatility?
May
27
accepted What are VIX back-month futures based on?
May
23
comment What are VIX back-month futures based on?
wow, thank you this is exactly what I had hoped. I read the entire vix white paper and did not notice where it said that (although the futures contracts would be detailed elsewhere), can you point me to where those particular specs are detailed?
May
7
awarded  Promoter