News: v3.14

Labor day comes with yet another enhancement. I've reorganized the application structure and separated it into different hosting providers, each of which fits the corresponding part's requirements better. As a regular user you might notice a (hopefully significant) improvement in loading speed, especially on a poor network connection and slow…

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IV term structure estimation

Today I was studying earnings caused IV crushes over the bunch of stocks. Take a look at the chart above: seems like logarithmic function fits the real data much better than square root function, which was previously used in PnL calculations, thus I've updated the PnL engine to use the…

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Trade: TAP

Today my limit order on TAP was filled. Underlying I don't have any directional bias and honestly don't really think the desired range will hold until expiration, but the risk/reward ratio is good enough to hop in and just wait till it finally chooses a direction, at the very…

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News: v3.13

Added bits of handy info: Automatically calculate what-if date from the plain what-if days number. Expose implicitly used what-if volatility coefficients for a bunch of days till expiration (sensitivity is inversely proportional to square root of DTE).…

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Trade: HD

Underlying Calm stock in a clear uptrend, nothing really special. Quite high IV allows to sell a relatively wide iron condor and wait till earnings. I'll probably close it right before the report if IV won't rise even more compensating all the theta gains to be made. Progress Aug 8,…

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