Results for "theoretical value"

Theoretical EdgeOptions basics and glossary · Theoretical edge is the gap between an option trade's price and its theoretical value. How we calculate it, the buyer's and seller's sign, and win rate. At-the-Money Straddle ScreenerVolatility and expected moves · A helpful page on how to use MarketChameleon's At-the-Money Options Straddle Screener Today's Earnings OpportunitiesTrade around earnings · Earnings option strategies that would be opened today, that worked in at least 70% of a stock's recent reports and are priced in line with their theoretical value: how the list is filtered, what each column means and who can see it. Trade Ideas and Market AlertsScreeners, strategies and backtests · How Featured Trade Ideas picks option strategies for a stock and shows their market price, theoretical value, edge and win rate on trade cards, and how the Market Alerts, Insights and Trade Ideas dashboard lists the day's alerts. Calendar Spread ScreenerScreeners, strategies and backtests · Screen debit calendar call and put spreads that sell a near-term option and buy a later one at the same strike: the debit, a theoretical value and edge from past implied volatility, both legs, events between the expirations and the potential payout at the near expiration. Butterfly Spread ScreenersScreeners, strategies and backtests · Screen call and put butterflies on the stocks we track, debit (short at-the-money) and credit (long at-the-money): cost or credit, max gain and loss, breakevens, theoretical edge and historical win rate. Earnings Straddle PerformanceTrade around earnings · How at-the-money option straddles held through earnings did this earnings season: the share that gained, the average return and the spread of results, against each of the previous 11 quarters and the 3-year average. Mergers and Acquisitions ReportInsider trades and company events · The merger and acquisition deals we track for listed companies: buyer and target, what is being bought and how it is paid for, the deal value, the expected closing date and the latest status, with a link to the announcement, and what is free.