volatilityhq.com Official Thread

[JoeA]

@Djtux  Is there a way to preserve the choices I make in the Advanced Options? I always want to set " Show stock price change" to "Relative Stock change", but it seems I have to reset that each time I return to the VolHQ website. I believe it defaults to "Hidden".   Thank you.

[zzprod]

12 minutes ago, JoeA said:

@Djtux  Is it possible learn the identities behind Source #1, #2, #3, etc? I prefer to follow the guidance given by OptionSlam and it would be helpful to which one it is.

I know 1 and 4 but i think the admins wouldn't like to expose the identity. If they say it is ok i will post

[TrustyJules]

Vol.HQ doesnt belong to SO but to @Djtux - I am pretty sure he will not share the sources but its his call.

[Djtux]

2 hours ago, JoeA said:

@Djtux  Is it possible learn the identities behind Source #1, #2, #3, etc? I prefer to follow the guidance given by OptionSlam and it would be helpful to which one it is.

I think it’s obvious that if it’s not named explicitly then it’s meant to be like that.

[Djtux]

On 10/9/2024 at 1:44 PM, krisbee said:

I tried searching MU again in Straddle section. I get this.

Sorry i didn’t the message before now. I just retested and i don’t see an error message.

[Djtux]

2 hours ago, JoeA said:

@Djtux  Is there a way to preserve the choices I make in the Advanced Options? I always want to set " Show stock price change" to "Relative Stock change", but it seems I have to reset that each time I return to the VolHQ website. I believe it defaults to "Hidden".   Thank you.

Only way would be to bookmark in your browser the url with the settings you like.

[equus]

@Djtux Is there any way to shift or offset the vertical pink line to the left or right in the chart? Today is T-15 for this symbol which is great for looking at potential Double Diagonal candidates, but usually this is not the case.

 

[Djtux]

21 hours ago, equus said:

@Djtux Is there any way to shift or offset the vertical pink line to the left or right in the chart? Today is T-15 for this symbol which is great for looking at potential Double Diagonal candidates, but usually this is not the case.

 

Have you tried this option “Reference T for relative calcs“ under the Advanced options?

 

[JoeA]

@Djtux  For the double calendars, what are the Deltas of the two calendars that are being used, and are they puts or calls?   Thank you so much.

[equus]

Yes, I did try. But it doesn't seem to change the way the chart is presented. For example, UBER is T-11 right now but with the T-20 setting it still shows the same chart stuck at T-11:

[Yowster]

3 minutes ago, equus said:

Yes, I did try. But it doesn't seem to change the way the chart is presented. For example, UBER is T-11 right now but with the T-20 setting it still shows the same chart stuck at T-11:

No, it changed.   The vertical line is just the current date.   Note in your chart how all cycles are now starting at the same point on T-20.

[equus]

2 minutes ago, Yowster said:

No, it changed.   The vertical line is just the current date.   Note in your chart how all cycles are now starting at the same point on T-20.

Oops, yes thank you.

[Djtux]

1 hour ago, JoeA said:

@Djtux  For the double calendars, what are the Deltas of the two calendars that are being used, and are they puts or calls?   Thank you so much.

It’s ATM call and put

[JoeA]

@Djtux  Can you please tell me how the Decay CD is calculated here? It says "Average RV percentage loss per calendar days remaining". The current Straddle RV is 4.95% The Straddle Median RV, T = 0, is 4.60% .  So I don't understand how the Scanner is calculating Decay CD as -1.85%.   Thank you.

[krisbee]

@Djtux below is GOOG return matrix for put calendar. Is the calculation right to see -472.73% for 7/23 expiration ?

That'll change the entire average of return matrix, I checked the chart line for 7/23rd earnings. it doesn't look like -400+%.

 

[Djtux]

32 minutes ago, krisbee said:

@Djtux below is GOOG return matrix for put calendar. Is the calculation right to see -472.73% for 7/23 expiration ?

That'll change the entire average of return matrix, I checked the chart line for 7/23rd earnings. it doesn't look like -400+%.

 

Here is the individual point that is problematic:

Entry price 0.27 but exit price is -1.03.

I don’t have access to desktop Thinkorswim right now to look at the historical option chain, but each time i had to double check those type of issues, it’s due to large bid/ask spread.

[Djtux]

On 10/19/2024 at 7:16 PM, JoeA said:

@Djtux  Can you please tell me how the Decay CD is calculated here? It says "Average RV percentage loss per calendar days remaining". The current Straddle RV is 4.95% The Straddle Median RV, T = 0, is 4.60% .  So I don't understand how the Scanner is calculating Decay CD as -1.85%.   Thank you.

(4.60% / 4.97% - 1.0) / 4 = - 1.86% it’s not exactly 1.85 because i use non-rounded rv, and in the screenshot you have only 2 decimals.

4 calendar days = last trading date (oct 21) - last data available date (which was friday 18 because you posted on saturday) + 1

 

Sorry about the late answer, i hope it helps.

[krisbee]

22 minutes ago, Djtux said:

Entry price 0.27 but exit price is -1.03.

Thanks for the quick check. Shouldn't the GOOG line chart reflect the same -1.03 in that case? For better visualization, I have only 7/23rd cycle line alone in this chart for GOOG.

You can see it doesn't match with the return matrix.

 

[Djtux]

6 minutes ago, krisbee said:

Thanks for the quick check. Shouldn't the GOOG line chart reflect the same -1.03 in that case? For better visualization, I have only 7/23rd cycle line alone in this chart for GOOG.

You can see it doesn't match with the return matrix.

The RV chart potentially uses a new strike every day, while the Return Matrix keep the same strike between entry and exit.

In the RV chart, if you hover on the T-6 and T-1 for the July 2023, you see strike 190 and 185.

[Djtux]

48 minutes ago, Djtux said:

exit price is -1.03.

I just double checked with Thinkorswim Thinkback and I see the same -1.03.

[krisbee]

27 minutes ago, Djtux said:

I just double checked with Thinkorswim Thinkback and I see the same -1.03.

Ok. 

Since the return matrix RED hot spots are critical in decision making, I have two things for you to consider/debug.

1. If the exit price is -1.03 why don't the calendar chart show that?

2. If Calendar exit price is negative number, can you consider it as 0% for the return matrix to show better median %?

 

Thanks!

[JoeA]

5 hours ago, Djtux said:

(4.60% / 4.97% - 1.0) / 4 = - 1.86% it’s not exactly 1.85 because i use non-rounded rv, and in the screenshot you have only 2 decimals.

4 calendar days = last trading date (oct 21) - last data available date (which was friday 18 because you posted on saturday) + 1

 

Sorry about the late answer, i hope it helps.

@Djtux    Thank you. That helps a lot. Just to be clear, I mentioned the Straddle Current RV, 4.95%, in my question, but you replied with the Straddle Median Current RV, 4.97%. Not trying to split hairs here, but I want to make sure I am using the correct column. So the Decay CD column is *not* using the Current RV of the current cycle, but rather the Median Current RV, i.e., the black line Current RV. Is that correct?  Thank you for your help.

Edited October 23, 2024 by JoeA
add tag

[Djtux]

13 hours ago, krisbee said:

Ok. 

Since the return matrix RED hot spots are critical in decision making, I have two things for you to consider/debug.

1. If the exit price is -1.03 why don't the calendar chart show that?

2. If Calendar exit price is negative number, can you consider it as 0% for the return matrix to show better median %?

 

Thanks!

1. At T-1, the calendar rv chart uses 185 strike while the return matrix enters at T-6 and exits at T-1 with strike 190. This is why you don’t see -1.03 on the calendar rv chart, it’s not the same strike.

2. Yes maybe i should put a blank return to ignore that one when the price is negative.

[krisbee]

On 10/9/2024 at 1:44 PM, krisbee said:

I tried searching MU again in Straddle section. I get this.

@Djtux I tried searching MU calendar. Last time also we had issue with "MU". Something wrong with MU data?

[Djtux]

8 minutes ago, krisbee said:

@Djtux I tried searching MU calendar. Last time also we had issue with "MU". Something wrong with MU data?

I can load properly the calendar page for MU with the default settings.

Can you try again with a new calendar rv page by clicking in the menu? Maybe there is one of the advanced settings that is causing the issue.

[krisbee]

3 minutes ago, Djtux said:

I can load properly the calendar page for MU with the default settings.

Can you try again with a new calendar rv page by clicking in the menu? Maybe there is one of the advanced settings that is causing the issue.

Found out. This URL, see the start date. This makes to bring 500 error. But interestingly it also automatically "log you out" of the portal. So subsequent search also gets error. You can try that URL. 

Anyway, problem is resolved now.

https://www.volatilityhq.com/backtester/calendar/?symbol=MU&start_date=2021-09-19&option_type=Put&short_leg_type=After&nbweeks=-1&average_or_median=median

[mccoyb53]

Hi @Djtux. I just sent you an email to support@volatilityhq.com. Please let me know if you received it. Many thanks.

[Djtux]

4 minutes ago, mccoyb53 said:

Hi @Djtux. I just sent you an email to support@volatilityhq.com. Please let me know if you received it. Many thanks.

Yes i just answered

[zzprod]

@Djtux Something is wrong with filtering "Only confirmed earnings dates" and "Only stocks with weekly options" in the scanner. when they are on it returns nothing. my scan is the widest possible with only min stock price set to 15 and no black or white lists. it worked great for about 2 years with the same setup until this weekend. 

[Djtux]

4 hours ago, zzprod said:

@Djtux Something is wrong with filtering "Only confirmed earnings dates" and "Only stocks with weekly options" in the scanner. when they are on it returns nothing. my scan is the widest possible with only min stock price set to 15 and no black or white lists. it worked great for about 2 years with the same setup until this weekend. 

Sorry i’m out of town until the new year and i tried to troubleshoot but it seems the issue is in the “only stocks with weekly options”. Somehow the website doesn’t retrieve that data properly. As a workaround, can you use this list? https://marketdata.theocc.com/weekly-options?action=download
 

[zzprod]

On 12/23/2024 at 2:37 PM, Djtux said:

Sorry i’m out of town until the new year and i tried to troubleshoot but it seems the issue is in the “only stocks with weekly options”. Somehow the website doesn’t retrieve that data properly. As a workaround, can you use this list? https://marketdata.theocc.com/weekly-options?action=download
 

Fixed

[Djtux]

FYI, I'm making a change to make Thursday 09 Jan 2025 a holiday (non trading day), see https://infomemo.theocc.com/infomemos?number=55826

Quote

 

The primary stock exchanges have indicated they will be closed on January 9, 2025. All OCC participant exchanges will be closed on January 9, 2025.

 

 

[allinadayswork]

On 8/22/2017 at 7:31 PM, Djtux said:

In my opinion for a SAAS (software as a service) like https://www.volatilityhq.com, there are 3 things in order of priority (sorry if it's too technical) : 

1. Uptime, performance, and up-to-date data : now that i launched the website officially, it leaves me more time to focus on things like performance : transition from in-memory cache on each server to some cache like Redis or Memcache (AWS Elasticache). Uptime is important as you don't want the service down, especially now that i charge members, so i have a plan to do things in the backend to provide higher-availability. Up-to-date data : i also need to take care of the data each day, even if it's automated, i feel i can improve that.
2. Bug fixes : self-explanatory, if there are bugs, i need to fix that first
3. New features : i have many features in mind to improve the service even more, but i'm interested to know what would be useful from the members. That would help guide the effort. I also have to keep in mind that there are some quick wins as well that is not too hard to code but provide business value. As for an exact list of enhancements, i was thinking about implementing a vote+comment system on the website to get feedbacks on what's important. But for some possible enhancements (keep in mind i might be talking about multi months development projects) :

• Earnings calendar / scanner : that could include a way to more easily see if a strategy is cheap or not (https://steadyoptions.com/forums/forum/topic/3724-may-22-26-2017-trading-candidates/?do=findComment&comment=72791) like an RV rank metric. That way, you have a table with each row being a ticker, and in columns you would get an RV rank today, and an RV rank between the RV today and the average at T=0 for example. From the table, you could see which ticker to focus the analysis, and check the RV chart like now. That's a big project technically, because i need to setup some worker servers to be able to process many tickers in the background.
• Export csv data from the chart (https://steadyoptions.com/forums/forum/topic/3769-discussion-unofficial-trade-ideas/?do=findComment&comment=78849)
• Make the website mobile friendly
• Be able to change the number of cycles and be able to go further back in time (let's say backtest the last 2 or 3 years)
• Handle the case when earning date is uncertain
• Handle the straddle/strangle strategy : i'm not completely satisfied with the RV charts to access if a stock is a good candidate for a straddle+strangle strategy. There is some research to do on how to analyze a stock to see if it's a candidate or not. If you guys have ideas on how to do that...
• Use intraday data to compute the RV charts : maybe something like 30 min or 60 min intraday : that's about 6 to 13 points per day. That also means that 6 to 13 times the size to store the data in database. And the data is not cheap. But i really want to do that at some point.

The list is not exhaustive.

has any progress been made on these enhancements?

[Djtux]

5 minutes ago, allinadayswork said:

has any progress been made on these enhancements?

Which one are you interested in?

Some of them are already supported in some way.

[JoeA]

On the Earnings Feed, what is the difference between the two columns? Some stocks, like META, appear in both columns. Thank you.

[Djtux]

4 minutes ago, JoeA said:

On the Earnings Feed, what is the difference between the two columns? Some stocks, like META, appear in both columns. Thank you.

On the left the symbols are ordered by earning dates, on the right it is ordered by when it was confirmed (or at least when my system detects a confirmation).

[allinadayswork]

On 1/9/2025 at 3:40 PM, allinadayswork said:

has any progress been made on these enhancements?

sounds like all would be useful, so fill me in on where you are, thanks

[Yowster]

SQ ticker changed to XYZ.    Can VolHQ be setup in a way where XYZ charts will include SQ prior cycles?

[Djtux]

1 hour ago, Yowster said:

SQ ticker changed to XYZ.    Can VolHQ be setup in a way where XYZ charts will include SQ prior cycles?

I’ve added a db change to take the symbol name change, i’m forcing the recalculation of rv for that symbol, but it may take some time as it’s in a queue. Also it seems the earning dates providers don’t all have the historical dates for XYZ yet.

[Djtux]

1 hour ago, Yowster said:

SQ ticker changed to XYZ.    Can VolHQ be setup in a way where XYZ charts will include SQ prior cycles?

Can you take a look at the straddle or calendar rv page for XYZ? Does it look better now?

[Yowster]

14 minutes ago, Djtux said:

Can you take a look at the straddle or calendar rv page for XYZ? Does it look better now?

Yup, I can see all the SQ prior cycles.   The only thing I don't see is the current cycle prior to the ticker change, but that's not a big deal.

[Djtux]

I'm doing some upgrades of the backend, so the website might be offline sporadically today. 

[JoeA]

@Djtux  @Yowster  On the Return Matrix, when the vertical axis says "Entry Day", is the price used the price at the beginning of that day, or at the end of that day? I am doing some work on T-1 to T-0 Straddles, and the entry price on T-1 makes a big difference as to whether it is Start-of-Day or End-of-Day. Thank you.

 

Edited February 13 by JoeA

[Yowster]

@JoeA it uses end of day prices 

[JoeA]

@Djtux  I love your tools and use them every day. I notice that some of the tools are under a "Beta" heading. Does this mean there are further plans for them? If so, can you tell us what they are?  Does "Beta" mean we should be wary of the results we receive for those tools?

Thank you so much.

[FrankTheTank]

@Djtux

GS appears to be confirmed but is not showing as confirmed in the scanner

 

https://i.imgur.com/CzqMWuI.png

[Djtux]

36 minutes ago, FrankTheTank said:

@Djtux

GS appears to be confirmed but is not showing as confirmed in the scanner

 

https://i.imgur.com/CzqMWuI.png

I couldn’t find anything on the GS investor relations website or maybe I missed it. Do you see it on the GS investor relations website?

[FrankTheTank]

It looks like 2 out of 3 on your site have it as confirmed

https://i.imgur.com/mYDMGEW.png

[Romuald]

@Djtux What is the purpose of https://www.volatilityhq.com/backtester/non_earning_income_scanner/. Could you please explain or put some comments on the columns heads please?

[Djtux]

3 hours ago, Romuald said:

@Djtux What is the purpose of https://www.volatilityhq.com/backtester/non_earning_income_scanner/. Could you please explain or put some comments on the columns heads please?

Please look at this link https://steadyoptions.com/forums/forum/topic/3885-volatilityhqcom-official-thread/?do=findComment&comment=152525