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Selling Options on Futures?
Started:July 19th, 2011 (06:16 PM) by ron99 Views / Replies:569,059 / 5,728
Last Reply:Yesterday (05:26 PM) Attachments:642

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Selling Options on Futures?

Old January 20th, 2014, 08:44 PM   #2911 (permalink)
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Karen Supertrader - SPX options

The 2 part program on selling SPX options by Karen which got a few of us here very interested will be doing a live show on Feb 11th, 7 PM CST. This will be the first show since the original was screened on Dec 28th 2012.

It can be viewed live at tastytrade.com

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Old January 21st, 2014, 12:04 PM   #2912 (permalink)
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Intraday

Does anyone know of a source for charting intra day implied volatility for futures.

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Old January 21st, 2014, 01:06 PM   #2913 (permalink)
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datahogg View Post
Does anyone know of a source for charting intra day implied volatility for futures.

I think it's going to be difficult to find an automated, low-cost solution.

Some quote providers - CQG Q Trader and DTN ProphetX, for example - display ATM IV by options contract month in a separate box (cell) near the top of their option chain tables. If you mess around with their API, you can get that data into Excel and then manually or automatically update charts. That's an 'easy' example; I imagine with more time and effort, just about any quote provider that gives you futures prices and options chains and IV by strike (preferably bid/ask IV) can be used - you just need an API and some coding to determine the ATM IV or percent OTM IV strikes you want to extract.

If you want an options analysis program that automatically provides an intraday time series of ATM IV by contract month (a table and/or a chart) it gets expensive - in the neighborhood of several hundred dollars a month and up, way up.


Last edited by CafeGrande; January 21st, 2014 at 01:29 PM.
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Old January 21st, 2014, 01:26 PM   #2914 (permalink)
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datahogg View Post
Does anyone know of a source for charting intra day implied volatility for futures.

It is moderately expensive ($500/month), but LiveVol X seems to be focused on trading volatility and related techniques.

Stock Options Analysis & Options Trading Strategy Tools | Livevol

mu2pilot

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Old January 21st, 2014, 01:28 PM   #2915 (permalink)
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Futures Edge on FIO

Are you a NinjaTrader user?

 
Related to DataHogg's question above, there are some real-time or near real-time VIX and/or IV indicators for major commodity markets. Here's a snip from a free BarChart page (the symbols might be slightly different depending on quote provider). I like the BarChart format because it's free and easy to access on portable devices.

In descending order: corn, soybeans, chgo wheat, crude (WTI), crude (WTI), gold, gold, silver, vix (sp500), vix (nasdaq), vix (russell 2000) and then VIX-based quotes on specific crude oil futures months.

If you follow these or start to use them in trading, make sure you understand the methodology. There are a couple of ways of looking at gold and crude and and the silver IV indicator tracks the SLV ETF.

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Old January 21st, 2014, 03:00 PM   #2916 (permalink)
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mu2pilot View Post
It is moderately expensive ($500/month), but LiveVol X seems to be focused on trading volatility and related techniques.

Stock Options Analysis & Options Trading Strategy Tools | Livevol

mu2pilot

Isn't Livevol X just for equities?
Disregard, the answer is in the link title...

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Old January 21st, 2014, 11:19 PM   #2917 (permalink)
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rani View Post
Isn't Livevol X just for equities?
Disregard, the answer is in the link title...

Good point, I forgot it was equities only. My bad.

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Old January 22nd, 2014, 04:43 PM   #2918 (permalink)
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Why is today NG Feb14 up 6.5% and Mar14 about 5.0% "only"? What is the reason for the curve tanking that much lately?

I would expect the March contract being the most critical one.


Last edited by rani; January 22nd, 2014 at 05:04 PM.
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Old January 22nd, 2014, 05:11 PM   #2919 (permalink)
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rani View Post
Why is today NG Feb14 up 6.5% and Mar14 about 5.0% "only"? What is the reason for the curve tanking that much lately?

I would expect the March contract being the most critical one.

Feb-14 . 4706 . +275 . +6.2%
Mar-14 . 4560 . +202 . +4.6%
Apr-14 . 4277 . +98 . +2.3%
Mar-15 . 4377 . +46 . +1.1%
Apr-15 . 4049 . +16 . +0.4%

Feb is normally colder than Mar, and has more demand than Mar.
Feb prices are nearly always higher than Mar.
Mar is high versus Apr because of the lack of gas in storage fear, which doesn't mean that Feb can't trade at a premium to Mar.

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Old January 22nd, 2014, 06:11 PM   #2920 (permalink)
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SMCJB View Post
Feb-14 . 4706 . +275 . +6.2%
Mar-14 . 4560 . +202 . +4.6%
Apr-14 . 4277 . +98 . +2.3%
Mar-15 . 4377 . +46 . +1.1%
Apr-15 . 4049 . +16 . +0.4%

Feb is normally colder than Mar, and has more demand than Mar.
Feb prices are nearly always higher than Mar.
Mar is high versus Apr because of the lack of gas in storage fear, which doesn't mean that Feb can't trade at a premium to Mar.

SMCJB, thank for the explanation. Just that the Feb vs Mar is accelerating more than usual last couple of days. So that higher Feb demand surpasses Mar fear of gas in storage, right?

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