Options Trading, Options Greeks, Volatility Trading, Moontower, Black Scholes Model.
“straddle runs” every few hours. This is just a list of straddle prices and their implied vol per expiration. At-The-Money Vega A handy formula every novice trader learns is the at-the-money straddle approximation1: Straddle = .8Sσ√T where S = stock price σ = implied volatility T = time to expiry