Option trading resource dedicated to providing traders of Australian Exchange Traded Options (ETO`s), with access to volatility analysis and option trade selection tools essential to long term option trading success.
Volatility and the underlying share price are the major factors affecting the profitability of most option positions. Time decay also becomes more important as the expiry date approaches. However, many beginner traders concentrate only on potential price movements of the underlying share, while ignoring the impact of changes to implied volatility. This is a mistake and successful option traders understand the nature of implied volatility risk and how it can effect the profitability of their option strategies.
Our goal is to provide you with a sustainable option trading edge through advanced measures of implied volatility, implied volatility percentile, historical volatility, option trade rankings and other volatility skew analysis and trading tools.
Volatility Tracker provides the following option trading tools and resources:
Volatility Tracker has a comprehensive and well maintained database of option price and trade data. The database extends back to July 2004.
Prices are based on daily bid/ask quotes so that they exactly match the underlying share price. Implied Volatility is calculated from the mid point of the bid/ask spread, using accurate dividend and risk free interest rate assumptions. In addition to implied volatility, the relative cost of individual options compared to a database of past implied volatility is calculated (i.e. the `percentile method`).
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|Friday, 26 August 2016 at 4:15 pm|