Leaderboard

If you look at the T-12 value for the cycle 2017-10-24, that is the Friday Oct 06 2017. If you hover to that point, the price in volatilityhq for the calendar is -0.54, which gives a negative RV. If you compare with ThinkOrSwim Thinkback, you will see that it's the same. I think the issue is due to the high bid-ask spread on the weekly expiries. When i see negative RV on calendar, i know there is something wrong with the liquidity and bid-ask spread.