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A few years back, I wrote at thinkscript "vx_ref" to allow visualization of /VX Term structure contango, similar to what is available on VIXCENTRAL. This is great if that is precisely what you want, or you are trading products like VXX or UVXY, which are based on the VX Futures terms. However...

The update has been reversed. I will work to get the GTool reports out again this morning. I am unable to keep MSFT from doing this forced update, which must be backed out to continue providing required features, I will be discontinuing GTool reports in the near future.

Recent software updates (last 2 days) resulted in disruptions to the BTool reporting. -- I have not resolved the software issues. (This issue is on me!) FYI: The BTool reports reflect the Boxcar2.0 implementation. The Boxcar trades have migrated beyond the 2.0 version. I have not attempted...

FYI: I believe a close estimation to the proper interest rates for SPX is the similar term LIBOR rate, so if you are working on a 30DTE option, then the 1M may be close approximation. Seems it is avail via RTD as =RTD("tos.rtd", , "LAST", "USD1MTD156N:FRED") . USD3MTD156N:FRED If 90day, etc...

FYI: the "volatility" value that my BSM function receives is NOT a percentage, but a real. I am guessing 1.00 to your BSM would be 1%, which would explain the difference. Also, that value 5 (or 500%) is good for most interesting SPX strikes, but may not be large enough for some "wilder"...

Technical issues with earlier reports today. (note date/time within the report is NOT current-). Reports will re generated after a few minutes this AM.

Agreed! If you think about it, My approach is to establish current or past information using valid data, solving for IIV given the option prices. If one does that process correctly, then that can be used to determine what-if effects with amazing accuracy (if you are off by one penny, then you...

I hope this is clear: -- Others are much better at explaining things than I am. This may help: "https://www.risklatte.xyz/Articles/QuantitativeFinance/QF135.php" However, I personally use a binary search algorithm to terminate after achieving my precision requirement. (to me is simpler and...

IMHO: If you seek precision in the results, one should not guess at the input variables, such as volatility. You may find discrepancies in values produced by different presumed reliable sources. For volatility input, you may wish to use BSM iteratively to find what the volatility actually...

Early this AM, MSFT forced an OS update which had to be reversed. Reports are now being generated.

Due to personal obligations, I will be unable to resolve all the Microsoft issues and restore all reporting today. The B Tool reports will likely be fine, but the RTT reports will not.

Microsoft force updated my system last nite and I have not been able to recover yet. Reports will be delayed until I get the OS working again.

TOS bit again this AM. Ignore the first set of RiskReversals (note their internal timestamp was yesterday's close). Reports being re-run now.

Problem corrected and reports re-generated. Correct reports will have the correct date and time in the report. Reports after 8:39AM Pacific this morning are correct!

Technical issues impacting all my reports this morning. The reports that went out were using yesterday's date, as evident in each report. Please ignore the reports that came out as they are not current. Will resolve issue and regenerate later this AM.

They appear fine to me as well.

In the past, TOS would resolve such problems quickly. Am concerned this issue remains this long, after so many of us reported the bug to them Monday. FYI: From TOS: 10:35 Jacob_L: there is going to be an update for it over the weekend

TOS had another issue resulting in missed data for this morning's GTool reporting (note the timestamp is yesterday's close: The normal symptom of this issue. I am rerunning the reports, so please ignore the morning reports including the stale timestamps.

Yesterday I altered the file names of the HTML files sent out with the BTool emails, to allow them to be saved and sorted by name (date/time). With that changed I forgot to update the posts to the Aeromir GTool location with the altered names, resulting in yesterday's late session reports and...

My office chair of many years has been returned to his maker. (became too unsightly to keep) I am in the market for a good comfortable chair as I spend long hours ever day in it. Suggestions from someone who also spends many hours a day in the chair and are very pleased with it? (my home...