InDataDrivenInvestorbyYasanji Ratnaike·Oct 23From option quotes to a calibrated volatility surface, and a P&L attributed to the greeksWhat a free option feed can and cannot support: cleaning, surface calibration, and a daily P&L split by greek.
Trading Smart Edge·Oct 21What Is Implied Volatility Rank and How Is It Different From IV Percentile?Implied volatility tells traders something about the amount of future price variability reflected in option prices, but the current IV…
InCodeToDeploybyJaroslav Šmarda·Aug 10Running the Model Backward: What Implied Volatility Actually MeansPython for programmers, prompts for data analysts.
InInsiderFinance WirebyKabilan Thavabalalingam·Aug 5Most Put-Sellers Chase Premium With the Wrong Metric. Here’s the One That Actually Works.More volatility means more premium. So why is the “safer” ETF paying me more?A response icon2
William Trades Options·Aug 4The QuantData Trifecta: An A+ Setup with a 72% Historical Probability of TouchIn my last article, we talked about the “Fund Manager Mindset” and the One Trade Rule: asking yourself if a setup is so clean that you’d…
