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Strategies & Market Trends : Option Spreads, Credit my Debit -- Ignore unavailable to you. Want to Upgrade?


To: KFE who wrote (1882)1/4/2001 1:16:53 PM
From: jjs_ynot  Read Replies (1) | Respond to of 2317
 
Ken,

http:/www.ivolatility.com/

has a screen that has limited user inputs for IV parameters. I use a similar approach for screening for ratio writes. Looking for OTM calls with IV well above the mean for the series. (Done by hand)

Regards,

Dave



To: KFE who wrote (1882)1/4/2001 7:13:04 PM
From: OX  Respond to of 2317
 
Ken,

I don't know of any free sites on the web that provide IV screening, altho there may be some pay sites. Here's one software package that may do what you want and isn't as pricey as some...

aiqsystems.com

(i have no experience w/ it; just noting that it seems useful, and not nearly as expensive as omega's optionstation :-)



To: KFE who wrote (1882)1/4/2001 10:34:34 PM
From: Robert V. Cavaleri  Respond to of 2317
 
Hi Ken,

what source to you use currently to view IV? Also, do you know of any website that calculates percent to double?

tia



To: KFE who wrote (1882)1/5/2001 12:18:02 AM
From: mozoneman  Respond to of 2317
 
Ken,

I have been using www.stocksmartpro.com and quite happy with it. It has an extensive fundamental and technical data on any stock. Its option chain is quite good and has data on IV, last trade, volumes, historical highs and lows, etc...

It is a paying site, which costs about $10 a month... quite affordable

Thanks for your explanation on the skew.

Huan



To: KFE who wrote (1882)1/7/2001 12:52:41 AM
From: Seldom_Blue  Respond to of 2317
 
Thanks for explaining your thinking in detail, especially the risks and the max reward part.

I have followed your posts with great interest and I have learned much from them. I have not been using IV as a tool in deciding trades. But in this volatile market this is becoming very important, I think.

Seldom Blue