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  • 0 posts edited
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  • 11 votes cast
Nov
18
awarded  Popular Question
Sep
29
awarded  Yearling
Jul
29
asked options pricing using vwap
May
19
awarded  Popular Question
Apr
25
comment option chain data visualization, sunburst
@lmorin they are there
Mar
18
revised option chain data visualization, sunburst
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Mar
6
awarded  Popular Question
Feb
20
revised option chain data visualization, sunburst
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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
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Jul
28
revised Science behind options pricing into Earnings event
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Jul
28
revised Science behind options pricing into Earnings event
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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