volatilityhq.com Official Thread

[TraderSL 276]

@Djtux When a calendar to straddle page loads the most current cycle is greyed out and I need to click on it for it to display. I'm not sure if others are seeing this as well but I'm wondering if there is a setting I need to change or if it is something on your end? My settings are default with no cycles excluded.

[Chuck451 352]

Just now, TraderSL said:

@Djtux When a calendar to straddle page loads the most current cycle is greyed out and I need to click on it for it to display. I'm not sure if others are seeing this as well but I'm wondering if there is a setting I need to change or if it is something on your end? My settings are default with no cycles excluded.

@Djtux I'm seeing the same...

[Yowster 10,135]

6 minutes ago, TraderSL said:

@Djtux When a calendar to straddle page loads the most current cycle is greyed out and I need to click on it for it to display. I'm not sure if others are seeing this as well but I'm wondering if there is a setting I need to change or if it is something on your end? My settings are default with no cycles excluded.

 

5 minutes ago, Chuck451 said:

@Djtux I'm seeing the same...

This is because VIX is high, you can adjust this by going into Settings and changing (or by simply clicking on this cycle in the legend to show it)...

[Chuck451 352]

Unchecking the VIX cycles filter worked.  Thanks @Yowster!

[TraderSL 276]

2 minutes ago, Yowster said:

This is because VIX is high, you can adjust this by going into Settings and changing (or by simply clicking on this cycle in the legend to show it)...

That worked. Thanks @Yowster

[darkpluto123 1]

Hello. Is price effect effectively the same as actual earnings move?
 

Price effect	Max move	Avg Price effect	Avg Max move
Price effect: last previous cycle stock close after earning/ stock close before earning	Max move: last previous cycle stock high or low after earning/ stock close before earning	Price effect: average abs(stock close after earning/ stock close before earning)	Max move: average abs(stock high or low after earning/ stock close before earning)

 

[FrankTheTank 840]

 

@Djtux  Can you double check your data source for ROKU IV on T-0 which was yesterday (May 1)

I had a long straddle open and was watching IV for the ATM strikes.   I never got above 300 and actually fell down to around 275 as shown in Think or Swim

https://i.imgur.com/KAF1Mrp.png

 

in VolHQ it shows that straddle IV went up to 530 which is not what I saw in real-time.   I have noticed this a few times and its dangerous because the IV estimates seemed to be always inflated for many stocks.   Thank you.

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

 

[KaiDaniel 2]

@Djtux
I have subscribed to your service and find it very good what you have put together.

After struggling through 23 pages of Fromum, I understand most of the current implementations.

I still have two questions

a) when looking at the RV of NKE with the default settings, no Straddle Hedge is calculated or indicated with 0%. next to the current RV dashed line. If I display LULU, for example, this value is calculated. Why not with NKE?

b) is the desktop tool still supported? the download does not work

thanks!

 

[Djtux 558]

1 hour ago, KaiDaniel said:

@Djtux
I have subscribed to your service and find it very good what you have put together.

After struggling through 23 pages of Fromum, I understand most of the current implementations.

I still have two questions

a) when looking at the RV of NKE with the default settings, no Straddle Hedge is calculated or indicated with 0%. next to the current RV dashed line. If I display LULU, for example, this value is calculated. Why not with NKE?

b) is the desktop tool still supported? the download does not work

thanks!

 

For NKE it’s because we are too close to the expiry for this week due to one of the advanced settings that requires 4 days minimum between today and the expiry.

The desktop app is not supported anymore, it wasn’t great anyway. I believe there were python code that was on the SO forum that was better.