Recent content by lcruz007

Thanks for your reply George, it does help a bit. The thing I am struggling the most right now is in regards to my last question though. I know there are plenty of factors that will affect my decision on what option I should buy. On my case, I am planning on using a delta-neutral and positive...

Hi, For any give stock, in TWS (and on any other broker) there is a reported options historical volatility and an options implied volatility. I know the historical volatility is the annualized standard deviation of the stock. But how is the implied volatility determined? I am aware that the...