Recommended volatility settings for ONE Explorer with IB

Discussion in 'OptionNET Explorer' started by Murphy Tan, Oct 6, 2016.

  1. Murphy Tan

    Murphy Tan Well-Known Member

    Hi, I'm new to options trading and would like to ask if anyone uses ONE with Interactive Brokers? Do you have recommended volatility settings?

    1. Volatility Surface
    2. CEV values
    3. Sync

  2. Joe Culpepper

    Joe Culpepper Member

    Murphy, based on recommendations by Ron Bertino (who has worked with ONE extensively on their recent improvements), I check Volatility Surface and Sync boxes, and uncheck CEV.
    Chaitanya and Murphy Tan like this.
  3. Murphy Tan

    Murphy Tan Well-Known Member

    Thanks Joe! The T+0 Line looks good now! The only complaint I have is that theta is a few points away from that of IB but otherwise I'm good.

    Have a great weekend! :)

    Joe Culpepper likes this.

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