Jump to content
Medved Trader Forums
  • 0

Options / Warrants analysis


vrtrader64

Question

It would be useful for analysis of options & warrants to have a column for time-to-expiry (in days).

 

Another useful column is "leverage" : 

 

Leverage = delta(option) * price(underlying) / * price(option)

 

ex: delta = .35 ; stock price = 5.00 ; call option price = 0.25 -> leverage = 0.35 * 5.00 / 0.25 = 7.00

 

Example table with info likt thiis: http://www.financialpost.com/markets/data/group-warrants.html

 

It would also be nice to be able to import the above table into MT for analysis and trade idea generation.

Link to comment
Share on other sites

3 answers to this question

Recommended Posts

Join the conversation

You can post now and register later. If you have an account, sign in now to post with your account.

Guest
Answer this question...

×   Pasted as rich text.   Paste as plain text instead

  Only 75 emoji are allowed.

×   Your link has been automatically embedded.   Display as a link instead

×   Your previous content has been restored.   Clear editor

×   You cannot paste images directly. Upload or insert images from URL.

×
×
  • Create New...