101 reputation
6
bio website optionmetrics.com
location New York, United States
age
visits member for 8 months
seen May 10 at 17:54
stats profile views 9

Apr
26
comment Implied dividend estimation
I see... It is an interesting research point. I may need to experiment with the data though.
Apr
26
answered How to synchronize put and call option-data?
Apr
26
comment How to synchronize put and call option-data?
In reality you won't have exact match between call and put. You could send this question to support@optionmetrics.com and they would look why there is no corresponding put to a certain call contract.
Apr
26
revised Implied dividend estimation
added 12 characters in body
Apr
26
answered Implied dividend estimation
Jan
23
awarded  Scholar
Jan
23
accepted Value options when the currency’s risk free rate is negative?
Jan
9
comment Value options when the currency’s risk free rate is negative?
Setting the rates to zero would be the first instinct. Thanks!
Jan
8
awarded  Student
Jan
8
asked Value options when the currency’s risk free rate is negative?
Dec
7
comment Question on OptionMetrics: “Strike Price times 1000” differs too much from Index price
Yes, you can get an OptionMetrics manual, email me to bernstein.eli@gmail.com
Oct
22
comment Data feed API that uses REST?
As Freddy mentioned, it all depends on what you build. If you are attempting to build a real-time system you either should be avoiding HTTP APIs or the system you are building is not really real-time.
Sep
21
revised
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Sep
21
revised
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Sep
21
wiki
Sep
21
wiki
Sep
21
suggested suggested edit on
Sep
21
suggested suggested edit on
Sep
21
awarded  Supporter
Sep
11
revised Indexes/stocks with flat implied volatilities
added 182 characters in body