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For anyone interested here is a lightweight tool for plotting real-time and historical intraday RV values. Download: bit.ly/rt-rv Short video on major features: bit.ly/rt-rv-v This tool is provided for free for your convenience. It is excel based and uses Interactive Brokers API for real-time data (follow instructions on download page). Feel free to download and use it. It works completely independent of any chartaffair subscription. However, if you happen to have a valid chartaffair premium subscription it will additionally produce up-to-date earnings data through the chartaffair API. The test key included will work for a few days from now. The VBA code inside is 100% open and accessible and anyone wanting to is invited to modify and repost it (f.e. to add more brokers).

Also.... Many of those calendars are still at half allocation sizing. We closed a few straddles for gains at the end of last week, and given that VIX spiked so did a lot of stock's straddle RV. Entering straddles right after RV spikes typically does turn out so great as RV levels tend to fall over subsequent days and hurt the straddle price (certainly with some exceptions but more times that not RV falls to some degree). XLNX was opened, but its RV level stayed relatively flat on Friday afternoon and its only going to be open for one or two days.

@porgie. Have a look at the performance page since the start of the year. Of the latest 22 trades nine were Hedged Straddles, nine were calendars and four were straddles. So it is approx 50% Calendars and 50% of various straddles.