Sunday, September 20, 2009

Re: [TheOptionClub.com] Options

 

You can take a look at http://www.ivolatility.com/
They have a few scanners which might be configured to meet your needs.


--- On Sun, 9/20/09, asdfffg1 <joshuas7@hotmail.com> wrote:

From: asdfffg1 <joshuas7@hotmail.com>
Subject: [TheOptionClub.com] Options
To: OptionClub@yahoogroups.com
Date: Sunday, September 20, 2009, 9:16 AM

 

I'm looking for a program or website that searches for the most extreme IV diffence/skews between ATM and OTM options in the same market. I'm wanting to find higher IV conditions in the OTM options and lower IV in the ATM options. The S&P 500 is usually the go-to example given in most trading books I've studied. Can someone point me in the direction of a website or program that searches for these criterias.


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