Recent content by jalea148

Have all the data needed to calculate the price at a strike; i.e. IV etc. While the IV behaves linearly with strikes for OTM puts near the ATM it is not constant. I would like to calculate the chain for these strikes. Note, EOD data is of no help. IV is not constant intraday. The slope of the...

Given all the parameters at a certain strike. I want to calculate either the price or the IV at the next strike. I am assuming, due to prior tests, that the IV changes linearly, OTM, within an acceptable margin of error. So, one answer is how to calculate the slope of the IV with a change in price.

I figured this out. Convert the date to julian, add 1 and convert back.

How do I generate the date of the next bar in an indicator.?I need it for a print statement.