Is Your Trade As Safe As You Think It Is?
One measure of risk that is common for option traders is to use standard deviations of movement. I built a popular Standard deviation calculator to calculate the range of movement for a given set of numbers. It was accessed nearly 500 times in the past week! An option...
Option Position Greeks Calculator Online
Dan Harvey has a spreadsheet he uses to help guide his contract sizes and manage his Weirdor trades. I extracted the option Greeks portion of it and created an online version which is at https://my.aeromir.com/go/c.option-position-greeks-calculator Here's a screen...Are your Greeks correct for VIX options?
I posted in the forums about seting up OptionVue correctly to get the correct greeks for VIX options. Jim sent me an interesting link to six figure investing's article on “Thirteen Things Your Should Know About Trading VIX Options.” Bullet point...