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    RTD not working with older expirations on TOS

    When using RTD with TOS, it should not return valid information for expired options, but only options that are active in "real time" if using RTD with normal "Realtime" TOS, or that were active at the time when using RTD with OnDemand. Your 1st post referenced 2 expired options and you...
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    RTD not working with older expirations on TOS

    I'm guessing you are referring to using TOS in OnDemand? If so, what date/time are you plugging in for OnDemand?
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    Implied volatility of option expirations

    Oops! My bad. S/B -> ""
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    Implied volatility of option expirations

    This link, from Bruno's slack channel, has a plausible explanation. "https://www.youtube.com/channel/UCBH5VZE_Y4F3CMcPIzPEB5A"
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    Implied volatility of option expirations

    Here is what I observe with the SPX ATM_IV terms taken at 4PM Eastern today. Each dot is the respective Expiry. The relationship with that of the /VX term structure It is a bit puzzling.
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    Implied volatility of option expirations

    The monitors are in standard landscape orientation. That monitor resolution is: My TOS video size:
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    Implied volatility of option expirations

    I think you meant the OCT 5th expiration which is 9 DTE (instead of Oct 9th expiration). Regarding the derivation of those numbers for the IV %. It fairly closely matches the derivation used in the VIX White paper for the respective expiration for larger DTEs. Larger DTEs match that derivation...
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    Ideas from The Second Leg Down book.

    Very good presentation, Q&A and followup discussion. Ron Bertino is brilliant, with attention to detail and insight that is exceptional.
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    Rough cut of TOS SCAN sorted by Extrinsic % of underlying

    FYI: Those additional columns are there for "moral support" to allow you to gain confidence of what you are looking at and therefore are handy until you get accustomed with the column used for sorting/grading. If Tim provides you something, you should use his instead of mine! (I am here to...
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    Vix prices on TOS

    My Bad! I misunderstood your question. But since I don't trade VIX options, have not investigated.
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    Vix prices on TOS

    No one actually trades the VIX! By VIX I mean the 30DTE SPX Volatility, which it the computed values per the CBOE VIX White paper. Would have been nice if folks (brokers, CBOE, etc) would have used non-ambiguous terminology. One cannot trade VIX directly. Please correct me if I state...
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    Vix prices on TOS

    I don't typically trade VIX options, but am fairly sure these options are trading on the /VX futures as VIX is not trade-able, but merely a computed value. Note that all expirations coincide with the Futures expirations! -- The price you observe seems to relate to the respective /VX product.
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    Importing Trades from TOS to ONE

    Years ago, this was a pre-requisite.
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    Issue with obtaining specific series data from St Louis FED! -- GTOOL and Aeromir Market sentiment impacted

    Reports and Aeromir Market sentiment functional again! Manually pulled down the data to get today's reports running.
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    Issue with obtaining specific series data from St Louis FED! -- GTOOL and Aeromir Market sentiment impacted

    Issue with St Louis FED today! Working on a solution! --
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    Rough cut of TOS SCAN sorted by Extrinsic % of underlying

    This may be easier to read, but is identical functionality. FYI: ThinkScript is not the most intuitive syntax and is not a programming language, but can be coerced into providing useful functionality. # Create Metric of Extrinsic as % of underlying def strike= getStrike(); def put = isPut()...
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    Rough cut of TOS SCAN sorted by Extrinsic % of underlying

    Sorry! I mistakenly thought I could post there for free. Unable to post the clip in Aeromir (complained that the 5MB size was too great), so was looking for a way to post it. Try this one: https://gofile.io/d/twjxkw You may need to download, then play it. If anyone has a recommendation for...
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    Rough cut of TOS SCAN sorted by Extrinsic % of underlying

    This is a simple/rough clip relating to Tim's query of TOS SCAN using Extrinsic % of underlying. https://vimeo.com/user122856077/review/455955878/2d90b967b5 The snip of thinkscript in the clip should be modified as shown below: To reflect the option MID (current mid) instead of the close.
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    Today's GTOOL reports

    Please ignore this morning's first Risk Reversal reports (the ones prior to 10AM Pacific). The subsequent reports are valid. The Entry reports are now working again.
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    Today's GTOOL reports

    An issue with reporting today. Please ignore/"do not use" today's reports until I get them corrected!
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