27 June 2011 #1 R ROE Joined 5 January 2007 Posts 2,966 Reactions 20 Does anyone know where you go and get options stats? Stuff like I want to see How many of call and Put get exercise before expiry date. (ie percentage wise on early exercise out of total contracts) how many call and put written etc... If I can access to raw data I can process the data for my information requirement I can work with old data if that is available I don't need new one ...
Does anyone know where you go and get options stats? Stuff like I want to see How many of call and Put get exercise before expiry date. (ie percentage wise on early exercise out of total contracts) how many call and put written etc... If I can access to raw data I can process the data for my information requirement I can work with old data if that is available I don't need new one ...
29 June 2011 #2 mazzatelli Joined 22 July 2009 Posts 602 Reactions 0 ROE said: Does anyone know where you go and get options stats? Stuff like I want to see How many of call and Put get exercise before expiry date. (ie percentage wise on early exercise out of total contracts) how many call and put written etc... If I can access to raw data I can process the data for my information requirement I can work with old data if that is available I don't need new one ... Click to expand... Just interested to hear what you wish to discern from this data? Because of the replication and dynamic hedging that goes on - often it doesn't give the full story
ROE said: Does anyone know where you go and get options stats? Stuff like I want to see How many of call and Put get exercise before expiry date. (ie percentage wise on early exercise out of total contracts) how many call and put written etc... If I can access to raw data I can process the data for my information requirement I can work with old data if that is available I don't need new one ... Click to expand... Just interested to hear what you wish to discern from this data? Because of the replication and dynamic hedging that goes on - often it doesn't give the full story