Option Price of certain strike not changed in the past 5 days

phani333

New member
Hi,

I recently started using the TOS Platform and new to options and i need help in developing a study

I am trying to identify all the option strikes that haven't changed or changed very less in the past 5 days. For example, i sold a twilio 260 put on Nov 30 Expiring dec 18th for 123$, but even after 5 days that put is still 136$, so i want to identify those kind of options that haven't changed much even though the days have passed.

Any help would be appreciated or please point me to where i can code this myself.

Regards
 

phani333

New member
How is that possible? Time passed. Underlying is down $10.

Underlying is down $10.

I think that's the reason the Option Price haven't changed much as Put value increases if the stock move down. I sold the 260 put and also i think i sold the put when the Stock is at 315 or something.

Is it possible in TOS to Search for option where the price havent changed much from the past few days, even with passage of time.

You can check the Price of that option(260 Strike, 18th dec expiry) in TOS and also option prices changes can be impacted by other greek like Vega too right?
 
Last edited:

rad14733

Well-known member
VIP
How is that possible? Time passed. Underlying is down $10.
@phani333 Did say he purchased a Put, which would increase in price if the underlying was to drop $10... 💡 Time depreciation, or slippage, is based on The Greeks (Delta, Theta, Gamma, etc...)...

Edited to add: Thought I had sent this earlier but it was still sitting here when I got back to my laptop... Doh...!!!
 

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