Gems from thinkorswim – Spread Hacker Terms

24 Nov , 2012  

thinkorswim Options Analysis

So I like to trade options and have recently switched to TD Ameritrade, who has a fairly robust desktop platform, thinkorswim. In fiddling around, the documentation is alright, but some of the terms and details are not really gone into, … Continued



Probability of Touch

18 Jan , 2012  

I was looking for a mathematical formula for the probability of a stock price touching a strike price of an option any time during it’s lifetime, assuming the stock price follows a traditional Black-Scholes model of Brownian Motion. I found … Continued