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is the anyone who can answer these
esignal Questions
1. When does Data change after ‘End of Trading’ and why?
2. Volume Column on optionetics Chain Screen:
How does it work?
Is it a ‘Month to-Date’, ‘Week to-Date’ or ‘Daily’ Figure?
Does the volume value indicate ‘# of Trades’ or ‘# of Contracts’ traded?
3. Volume Column on Optionetics Summary Screen:
Does the volume value indicate ‘# of Trades’ or ‘# of Contracts’ traded?
4. What formula do they use for their nominal adjustments to the ‘Last’ premium value they change to every day approximately an hour after trading ceases?
5. Why does the far away contract month (about 4 (about 45 days) on the Options Chain Screen trade more than the current month (about 25 days)?
6.Why, on the Options Chain Screen, do the different strike options trade more at the strikes nearer to the futures price?
What determines the volume of trades traded per commodity, i.e. Crude Oil, on the Options Screen, is traded more than Natural Gas?
Yet, on the Time and Sales (Futures Value) with Natural Gas, it can be traded 4 times a minute, yet on Options it is hardly traded at all?
Why does it seem that, if the futures price goes up or down sharply, then the corresponding options trades increase in activity?
Taking theta into account, why do the premiums on the different strike prices not increase and decrease proportionately (Some go up or down 5 % while others 20 %)?
1. When does Data change after ‘End of Trading’ and why?
2. Volume Column on optionetics Chain Screen:
How does it work?
Is it a ‘Month to-Date’, ‘Week to-Date’ or ‘Daily’ Figure?
Does the volume value indicate ‘# of Trades’ or ‘# of Contracts’ traded?
3. Volume Column on Optionetics Summary Screen:
Does the volume value indicate ‘# of Trades’ or ‘# of Contracts’ traded?
4. What formula do they use for their nominal adjustments to the ‘Last’ premium value they change to every day approximately an hour after trading ceases?
5. Why does the far away contract month (about 4 (about 45 days) on the Options Chain Screen trade more than the current month (about 25 days)?
6.Why, on the Options Chain Screen, do the different strike options trade more at the strikes nearer to the futures price?
What determines the volume of trades traded per commodity, i.e. Crude Oil, on the Options Screen, is traded more than Natural Gas?
Yet, on the Time and Sales (Futures Value) with Natural Gas, it can be traded 4 times a minute, yet on Options it is hardly traded at all?
Why does it seem that, if the futures price goes up or down sharply, then the corresponding options trades increase in activity?
Taking theta into account, why do the premiums on the different strike prices not increase and decrease proportionately (Some go up or down 5 % while others 20 %)?