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Kim

IVolatility Tools

21 posts in this topic

We are pleased to announce that all subscriptions now include FREE access to set of IVolatility tools.

The current set includes the following tools (click on the highlighted links below to use the tool):

  1. PnL Calculator allows to profile complex multi-leg options strategies and view the profit and loss potential. Change any variable (stock price, volatility, interest rates, and dividends) to model the theoretical results. The PnL stock price table and the accompanying chart will show the profit and loss at different stock price assumptions.
     
  2. Advanced Options provides full and complete information on the entire options chain of a given underlying instrument. On top of the options prices with volumes and open interest, the datasheet contains implied volatility values for each contract, Greeks as well as IV Index and Historical Volatility of an underlying asset. A number of charts are also available to get a quick glance at the current market situation. 
     
  3. Probability Calculator allows the choice of using the implied volatilities of options or historical volatilities of securities to assess your strategy's chances of success before you place your trade. It factors in dividends and interest rates over any time period you input and returns the statistical probability the underlying will finishing above, below or between two target prices of your choosing.
     
  4. Advanced Ranker allows to formulate trading ideas for overbought/oversold options and find appropriate buy-write (covered call) strategies. The ranker finds stocks that have been impacted by changes in volatility and identifies those with the greatest increases or decreases in volatility.

The set of tools is also available as a standalone subscription for non members at $39/month (50% discount compared to price of individual tools).

Click here to subscribe to the tools if you don't have any of SteadyOptions subscriptions.

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6 minutes ago, Levi Ioffe said:

Hi everybody,

It’s Levi from IVolatility. If you have any questions about the tools, please ask me in this forum!

I’ve also attached a help guide for the PnL calculator but it’s fairly in depth, so if you have any questions about the calculator (or any other tool for that matter), ask away!

https://www.ivolatility.com/doc/PnL_calculator_help_guide.pdf

Hi Levi

Great tools. Thank you Levi and Kim.

Could you please add ATM straddle prices, show their per day value, their RV as straddle premium / ATM Strike and compare their historic volatility to present like 52 week high /low? 

I am looking for indeces, ETFs and stocks.

Thank you for your help

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35 minutes ago, Levi Ioffe said:

Hi everybody,

It’s Levi from IVolatility. If you have any questions about the tools, please ask me in this forum!

I’ve also attached a help guide for the PnL calculator but it’s fairly in depth, so if you have any questions about the calculator (or any other tool for that matter), ask away!

https://www.ivolatility.com/doc/PnL_calculator_help_guide.pdf

I tried this. HD in the text box and pressed GO button

image.png

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1 hour ago, urfiend said:

Hi Levi

Great tools. Thank you Levi and Kim.

Could you please add ATM straddle prices, show their per day value, their RV as straddle premium / ATM Strike and compare their historic volatility to present like 52 week high /low? 

I am looking for indeces, ETFs and stocks.

Thank you for your help

Hi, thanks, I’ll pass along the suggestion to our development team. What we love most about your community is the feedback!

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41 minutes ago, siri said:

@Djtux Thanks, AD blocker blocked it.. it's working now.

Another suggestion for someone having issues, especially after repeated use involving looking at graphs, is clearing the cache.

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9 minutes ago, Levi Ioffe said:

Hi, thanks, I’ll pass along the suggestion to our development team. What we love most about your community is the feedback!

Can a similar thing be done with calendar spreads?

Something we like to look at here is the price of a calendar divided by the current stock (or underlying) price.

For example...$2.00/$230 = .0086

It would be even better if this can be done and , using historical data, have a graph of this defaulting to whatever is the "at the money" strike for that day.

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HI Levi,

Could you explain what IVR and IVP are in the Advanced Ranker as I cannot see them explained on the website.

 

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15 hours ago, ian_uk said:

HI Levi,

Could you explain what IVR and IVP are in the Advanced Ranker as I cannot see them explained on the website.

 

 

Hi Ian,

The formula for the IVR (IV Rank) is:

(current IV - lowest IV) / (highest IV - lowest IV) * 100

The IVP (IV Percentile) compares the current volatility to that of the past year. It indicates, as a percentage, how often the historical volatility was below the current volatility. Effectively, it shows the “percentile” that the current IV falls into when compared to that underlying over the prior 52 weeks.

For more information on the Advanced Ranker, check out this article written by one of our collaborators on the tool’s development:

https://drive.google.com/open?id=1CuyvpF1_miP1p4Tjpb0-chnmYnt9J5R0

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4 hours ago, Levi Ioffe said:

Yes, thank you Cuegis! If you’re having issues with that link, another way to get to that portion of the page is: http://www.ivolatility.com/adv_options.j

Thank you, I'm able to connect to all the services so far.

I wanted to know if any of these tools have a scanner/screener that can locate the options that are in the highest IVR/IVP rank, and ideally, screen for it based on volume/liquidity?

For example, can you screen for options that are above X(ex. 85%) IVR, with x amount of volume?

Do you have something similar for futures/commodities options as well?

 

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3 hours ago, cuegis said:

Thank you, I'm able to connect to all the services so far.

I wanted to know if any of these tools have a scanner/screener that can locate the options that are in the highest IVR/IVP rank, and ideally, screen for it based on volume/liquidity?

For example, can you screen for options that are above X(ex. 85%) IVR, with x amount of volume?

Do you have something similar for futures/commodities options as well?

 

I think you can get that out of the tools above through the Advanced Ranker—set IVR from 85 to blank and market cap from 10 to blank and try to find some popular large caps.

Alternatively, we also offer a range of very powerful scanners on our site, as well as tools for futures: 

https://www.ivolatility.com/data/rankers_and_scanners_intro.html

https://www.ivolatility.com/futures_data.j

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On 10/17/2018 at 11:22 AM, krisbee said:

I tried this. HD in the text box and pressed GO button

image.png

@Levi Ioffe

it works in Firefox MAC OSX, but it's still not working (above screenshot) in CHROME browser in MAC OS X.

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On 10/18/2018 at 1:07 PM, Levi Ioffe said:

I think you can get that out of the tools above through the Advanced Ranker—set IVR from 85 to blank and market cap from 10 to blank and try to find some popular large caps.

Alternatively, we also offer a range of very powerful scanners on our site, as well as tools for futures: 

https://www.ivolatility.com/data/rankers_and_scanners_intro.html

https://www.ivolatility.com/futures_data.j

I just wanted to know if any of the products that are available to us can be used with futures/futures options?

CL, NG, SB, ZS etc.?

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