SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Strategies & Market Trends : Option Spreads, Credit my Debit -- Ignore unavailable to you. Want to Upgrade?


To: jjs_ynot who wrote (1070)12/29/1999 2:15:00 PM
From: RoseCampion  Read Replies (1) | Respond to of 2317
 
What is your favorite site for getting delta, gamma, etc?

For very quick looks, I use the old:

fast.quote.com

...but their volatility values are really screwed up at times...don't depend on them.

For a more accurate assesment, I grab the various IV and HV values from McMillan's site (www.optionstrategist.com), and plug one of them into my own spreadsheet, which I've put up for free download...see:

Message 12385229

(and read the warnings/conditions there).

If anyone has better sites for volatilities and/or option greeks, I'd love to hear about them.

-Rose-