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


To: jjs_ynot who wrote (1883)1/4/2001 2:23:59 PM
From: KFE  Read Replies (1) | Respond to of 2317
 
Dave,

Thanks for the link. That is one of the sites that I sometimes use as a starting point but it doesn't really give me what I am looking for. Also after using these internet sites I always calculate the IV myself to check the accuracy. Many of the pricing values and greeks are off at these sites for various reasons many times having to do with last trade vs. closing quote and dates used to calculate HV and IV. The ivolatility site doesn't even list the HAND 30 series and they have been trading for a week.

The put calendar IV trade I mentioned would also apply to call options with a similar skew.

Regards,

Ken