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  1. Today
  2. Yesterday
  3. Sorry for delaying my answer to you. Here everything is fine now. I don't really know if because all the cache cleaning I did or if the time was enough to propagate the changes you have done. I currently in Brazil, maybe because of this took some time to your changes being reflected. Thanks for your attention and once again, very nice tool.
  4. I had to do some changes yesterday night in the dns to point the domain name www.volatilityhq.com to the new aws servers to get ready for launch. Sorry for any inconvenience, it should be a one-time change, and the dns name should propagate with some time.
  5. I too had problems, but they eventually just cleared up. At the time of the problem, I did a ping test using www.volatilityhq.com and the IP address returned took me to an Amazon AWS page when I used that IP address directly in my browser.
  6. I replied to your PM earlier, did you manage to fix the issue ? Maybe clearing the cache helps ?
  7. No, I wrote several Python scripts to play with their REST API. Just send simple get requests and display server's answer. Currently I do not have time to research further, but I am going to open Tradier account soon. Then I'll be more motivated to write my own scripts and so on. There is a list of libraries on a Tradier web site: https://developer.tradier.com/documentation/overview/libraries Also in parallel thread @clems mentioned Dynamic Trend software, which integrates with Tradier for option trading, and worth looking at:
  8. So I am taking a plunge and will give Tradier a shot for my options trading.. I am a developer by trade and might be looking into playing with API's myself to make trading spread strategies more efficient.. Stanislav, have you done anything interesting so far? I have looked at github and there some interesting open source stuff against Tradier API, but not much in terms of options.. https://github.com/search?o=desc&q=tradier&s=updated&type=Repositories Thanks
  9. I have no problems with it.
  10. Is volatilityhq website down? Are you guys experiencing problems reaching the site????
  11. Hey guys..I saw on one of the Topics (and I can't find it now) the mention of a broker who charged $45/mo for unlimited stocks and option trades...Seems like it was DYNO-something maybe? After paying around $500 in fees to TD Ameritrade in 3 months I think I need to make a change...hard to make money when they are making all the money :).. thanks for help..Chris
  12. Last week
  13. Just in case anyone else has the same question about SPX, RUT & VIX options at Tradier, I did email them, and here are the fees that they charge on each: VIX: $0.36/contract SPX: $0.53/contract RUT: $0.18/contract
  14. For those who are interested, we have completed the Beta test phase and we ARE moving forward with a fund. All of the Beta Participants will be getting emailed directly, but if anyone else has interest in the Fund, please email me at cwelsh@lorintinecapital.com.
  15. The Volatility Option Trade After Earnings in NVIDIA NVIDIA Corporation (NASDAQ:NVDA) : The Volatility Option Trade After Earnings Date Published: 2017-08-10 LEDE This is a slightly advanced option trade that bets on volatility for a period that starts one-day after NVIDIA Corporation (NASDAQ:NVDA) earnings and lasts for the 6 calendar days to follow, that has been a winner for the last 2 years. We note the use of strict risk controls in this analysis. Nvidia has earnings due out today (8-10-2017) after the close. One day after earnings would be 8-11-2017. NVIDIA Corporation (NASDAQ:NVDA) Earnings Trading the bullish momentum pattern ahead of earnings with a long call and closing yesterday (one-day before earnings) turned out to be a nice winner -- Nvidia stock followed its pattern. Now we look at another strategy that owns options, but this time takes no direction bias. In NVIDIA Corporation, irrespective of whether the earnings move was large or small, if we waited one-day after earnings and then bought an one-week straddle (using weekly options), the results were quite strong. This trade opens one-day after earnings were announced to try to find a stock that moves a lot after the earnings announcement. Simply owning options after earnings, blindly, is likely not a good trade, but hand-picking the times and the stocks to do it in can be useful. We can test this approach without bias with a custom option back-test. Here is the timing set-up around earnings: Rules * Open the long straddle one-calendar day after earnings. * Close the straddle 7 calendar days after earnings. * Use the options closest to 7 days from expiration (but at least 7-days). This is a straight down the middle volatility bet -- this trade wins if the stock is volatile the week following earnings and it will stand to lose if the stock is not volatile. This is not a silver bullet -- it's a trade that needs to be carefully examined. But, this is a stock direction neutral strategy, which is to say, it wins if the stock moves up or down -- it just has to move. RISK CONTROL Since blindly owning volatility can be a quick way to lose in the option market, we will apply a tight risk control to this analysis as well. We will add a 40% stop loss and a 40% limit gain. In English, at the close of every trading day, if the straddle is up 40% from the price at the start of the trade, it gets sold for a profit. If it is down 40%, it gets sold for a loss. This also has the benefit of taking profits if there is volatility early in the week rather than waiting to close 7-days later. RESULTS If we bought the straddle in NVIDIA Corporation (NASDAQ:NVDA) over the last two-years but only held it after earnings we get these results: NVDA: Long Straddle % Wins: 71% Wins: 5 Losses: 2 % Return: 167.7% Tap Here to See the Back-test We see a 167.7% return, testing this over the last 7 earnings dates in NVIDIA Corporation. That's a total of just 42 days (6 days for each earnings date, over 7 earnings dates). That's a annualized rate of 1,457%. Looking at Averages The overall return was 167.7%; but the trade statistics tell us more with average trade results: ➡ The average return per trade was 21.06% over 6-days. ➡ The average return per winning trade was 40.69% over 6-days. ➡ The average return per losing trade was -28.02% over 6-days. Looking at the Last Year While we just looked at a multi-year back-test, we can also hone in on the most recent year with the same test: NVDA: Long Straddle % Wins: 75% Wins: 3 Losses: 1 % Return: 126% Tap Here to See the Back-test Now we see a 126% return over the last year and a 75% win-rate. ➡ The average return for the last year per trade was 23.99% over 6-days. ➡ The average return for the last year per winning trade was 46.66% over 6-days. ➡ The average return per losing trade was -43.99% over 6-days. An Alternative For the the more advanced option trader, a similar approach to this strategy would be to sell a strangle around this straddle turning it into an iron butterfly. You can test this approach in the CML Trade Machine (option back-tester). WHAT HAPPENED This is it -- this is how people profit from the option market -- finding trading opportunities that avoid earnings risk and work equally well during a bull or bear market. To see how to do this for any stock we welcome you to watch this quick demonstration video: Tap Here to See the Tools at Work
  16. The Volatility Option Trade After Earnings in NVIDIA Corporation NVIDIA Corporation (NASDAQ:NVDA) : The Volatility Option Trade After Earnings Date Published: 2017-08-10 LEDE This is a slightly advanced option trade that bets on volatility for a period that starts one-day after NVIDIA Corporation (NASDAQ:NVDA) earnings and lasts for the 6 calendar days to follow, that has been a winner for the last 2 years. We note the use of strict risk controls in this analysis. Nvidia has earnings due out today (8-10-2017) after the close. One day after earnings would be 8-11-2017. NVIDIA Corporation (NASDAQ:NVDA) Earnings Trading the bullish momentum pattern ahead of earnings with a long call and closing yesterday (one-day before earnings) turned out to be a nice winner -- Nvidia stock followed its pattern. Now we look at another strategy that owns options, but this time takes no direction bias. In NVIDIA Corporation, irrespective of whether the earnings move was large or small, if we waited one-day after earnings and then bought an one-week straddle (using weekly options), the results were quite strong. This trade opens one-day after earnings were announced to try to find a stock that moves a lot after the earnings announcement. Simply owning options after earnings, blindly, is likely not a good trade, but hand-picking the times and the stocks to do it in can be useful. We can test this approach without bias with a custom option back-test. Here is the timing set-up around earnings: Rules * Open the long straddle one-calendar day after earnings. * Close the straddle 7 calendar days after earnings. * Use the options closest to 7 days from expiration (but at least 7-days). This is a straight down the middle volatility bet -- this trade wins if the stock is volatile the week following earnings and it will stand to lose if the stock is not volatile. This is not a silver bullet -- it's a trade that needs to be carefully examined. But, this is a stock direction neutral strategy, which is to say, it wins if the stock moves up or down -- it just has to move. RISK CONTROL Since blindly owning volatility can be a quick way to lose in the option market, we will apply a tight risk control to this analysis as well. We will add a 40% stop loss and a 40% limit gain. In English, at the close of every trading day, if the straddle is up 40% from the price at the start of the trade, it gets sold for a profit. If it is down 40%, it gets sold for a loss. This also has the benefit of taking profits if there is volatility early in the week rather than waiting to close 7-days later. RESULTS If we bought the straddle in NVIDIA Corporation (NASDAQ:NVDA) over the last two-years but only held it after earnings we get these results: NVDA: Long Straddle % Wins: 71% Wins: 5 Losses: 2 % Return: 167.7% Tap Here to See the Back-test We see a 167.7% return, testing this over the last 7 earnings dates in NVIDIA Corporation. That's a total of just 42 days (6 days for each earnings date, over 7 earnings dates). That's a annualized rate of 1,457%. Looking at Averages The overall return was 167.7%; but the trade statistics tell us more with average trade results: ➡ The average return per trade was 21.06% over 6-days. ➡ The average return per winning trade was 40.69% over 6-days. ➡ The average return per losing trade was -28.02% over 6-days. Looking at the Last Year While we just looked at a multi-year back-test, we can also hone in on the most recent year with the same test: NVDA: Long Straddle % Wins: 75% Wins: 3 Losses: 1 % Return: 126% Tap Here to See the Back-test Now we see a 126% return over the last year and a 75% win-rate. ➡ The average return for the last year per trade was 23.99% over 6-days. ➡ The average return for the last year per winning trade was 46.66% over 6-days. ➡ The average return per losing trade was -43.99% over 6-days. An Alternative For the the more advanced option trader, a similar approach to this strategy would be to sell a strangle around this straddle turning it into an iron butterfly. You can test this approach in the CML Trade Machine (option back-tester). WHAT HAPPENED This is it -- this is how people profit from the option market -- finding trading opportunities that avoid earnings risk and work equally well during a bull or bear market. To see how to do this for any stock we welcome you to watch this quick demonstration video: Tap Here to See the Tools at Work
  17. Earlier
  18. They pass though the CBOE regulatory fee for VIX options of 0.41 per contract. Add on the ~0.043 OCC fee that is added to everything and you'll end up paying about 0.45-0.46 in the end. Cheapest I've seen. I can't remember the SPX or RUT fees as I quit trading them there long ago, but I do know SPX was higher than VIX. I don't trade them anymore since they don't allow time spreads on cash settled options (at least in my relatively small account there), and their inability to provide margin relief for broken or unbalanced butterfly/condors. Tim
  19. @apsoccermd good point on additional fees for VIX....According to the Tradier website, there is a fee of somewhere between 0.18-0.60 per contract for VIX options. Can anyone that is on the $40/month plan at Tradier tell us what they are actually charging for VIX, SPX & RUT fees? It's a bit vague on what the actual price is for each product: Are there any option contracts that have fees in addition to ORF and TAF? Yes, there are currently 17 Index Options that have an additional per contract fee. These fees currently range from $0.18/contract - $0.60/contract but only apply on these symbols: DXL, EPX, HGX, MNX, MVR, OEX, OSX, RUT, SOX, SPX, SVO, UTY, VIX, XAU, XEO and XDE.
  20. Rolling the VIX contracts was painful.. However... most of the cost came from Exchange fees.. CBOE charged me a 1$ in fee for each contract.. From what i understand, Tradier also passes exchange fees to the consumer.. If that is the case, then I am not sure how much there is to save... Can anyone with experience clarify this? Thanks
  21. Thanks, @SBatch I'm ready to give them a try after I spent $91 in commsissions rolling 20 VIX verticals earlier today with IB.
  22. Their web platform is mobile compliant so you can just use the website to trade mobile.
  23. @SBatch do you ever trade while mobile using Tradier? If so, which app do you use to trade while mobile?
  24. A small posiblilty but I would be out by noon Friday at the latest
  25. Yes I am waiting that it reverses. However you don't think I have a chance of getting assigned early with that little time value left?
  26. You are deep ITM so yes you will be assigned friday for sure but you have very little theta because intrinsic value so your hope is it reverses
  27. I have a question regarding assignment risk. If i have an option that had a price of 2.9 of which 0.1 is extrinsic value. It expires this friday. Do i have a risk of an early assignment?
  28. I don't have an ax to grind with Simpler Options because I did learn a few things after spending $1,500 on courses, but I did lose money on JC's strategies. I recently took a course where he was teaching students to use directional trades in the weeklies options to take advantage of the gamma with trending stocks. Worked well for a while, then I lost 20% of my account in the following month. Maybe just not my style. However, they are really good on posting videos and course materials after the class, so I am thankful for that.
  29. If you don't trade a lot just pay the regular .35/contract.
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