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status1 - could you share a screenshot of how your doing that? You mentioned you have made some of your own mod's.

Can the AWAKE be added to this graph?

Updated presentation on Feb 23, 2022.

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

Reasonable Pricing. For sure. Be more competitive than ONE. All other points covered sufficiently.

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...

Just got a near identical response.

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

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...

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

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...

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.

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...

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...

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

PM sent.

@Marcas - I'm also interested.

Yes correct. I was only stating the most I saw it deviate over the span of the range and multiple expiry's. Even so, $10 is nothing when the span crosses several thousand dollars on PnL. The rtd vs DDE functions straight from TOS can deviate more than that.

Actually no, that's not the case. When I change the expiry, all the IV's in my model update to reflect that date. My PnL line adjusts accordingly and it is still quite accurate within $10. I checked 3 different expiration's and positions. All accurate to the Analyze model PnL line. The is...

I'm currently assuming 1.65% dividend rate and a 1.5% interest rate. May not be correct but I guess I'm using those inputs to 'curve fit' the T+0 line to match up w TOS.