Recent content by DaveJ

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    Calculating option profits

    status1 - could you share a screenshot of how your doing that? You mentioned you have made some of your own mod's.
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    This Is Why We Made The Sleep Well Portfolio

    Can the AWAKE be added to this graph?
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    Rhino trade over the crash

    Updated presentation on Feb 23, 2022.
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    Dipping my toe in the algo waters

    My condolences Tom. Hope all goes as well as it can on your visit. Safe travels
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    OptionVue Feature Requests

    Reasonable Pricing. For sure. Be more competitive than ONE. All other points covered sufficiently.
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    Is the Schwalbe trade suitable for beginners?

    You need to have an understanding of option fundamentals. Trade structure, adjustments, as SergB said could be harsh lesson mis-trades. I think personally, it's more suitable for those that have a firm understanding of debit spreads, credit spreads, risk management, and option greeks. But...
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    SPX VIX AFTER HOURS

    Just got a near identical response.
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    SPX VIX AFTER HOURS

    So.....has anyone asked TOS when this will be enabled? I just sent in an email asking about this.
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    Black Scholes Model

    In the spreadsheet I shared, cell references is exactly what I'm using for the UDF inputs. I do know the rtd feed for IV comes in not useable as a number. I use the VALUE formula around the RTD for IV to fix that. ie. =VALUE(RTD("tos.rtd",,"Impl_Vol","."&$K11)) No idea why IV has this...
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    Black Scholes Model

    I do same as status1, I take the IV from the strike as the volatility input.
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    Black Scholes Model

    I put this together to help me with deriving the option pricing and greeks for another spreadsheet I'm working on. I've built out formulas as well as created UDF's (User Defined Functions) for the option greeks. You can quickly see why the vba coding is more efficient than building lengthy...
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    Alternatives to ONE

    Yes I do use the analyze tab in the same fashion as well which is why my spreadsheet work is not a priority. My spreadsheet is more fun and tinkering.
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    Alternatives to ONE

    I've been attempting to do exactly this but in a spreadsheet. Really all I want is the expiry graphs and T+0 or T+whatever lines. I have a good start on it. The expiry lines are easy. The T+0 line requires quite a bit more rigor but I have that modeled too. I've been doing this at my...
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    What is the average yearly return for the Sleep Well Portfolio?

    Hi guys - well....my results have not reflected those stats, not even close. Matter of fact, I sit at an overall loss since my entry 6/1 this year. I've followed along every week until more recently where I didn't believe how fast the sleepwell portfolio was moving in and out of positions...
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    Schwalbe Oct EoM safe now

    Awesome Igi. This expiry makes the full 6 pack for me. Let the harvesting begin! I hope the Nov trades pull thru! Dave
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