StockFetcher Forums · Filter Exchange · Thinkorswim vol diff. indicator<< >>Post Follow-up
jimmynguyen
24 posts
msg #95432
Ignore jimmynguyen
modified
8/6/2010 2:44:37 AM

anyone here knows what that measures? because i Can't seem to calculate where those percentage for volume comes from. thanks.

medowz
59 posts
msg #95479
Ignore medowz
8/6/2010 12:19:37 PM

They are volatility differences, not volume. Its the difference between the front and back month volatilities. Front months are generally higher than back months. The spreads can get huge, too. You have to be careful when you see Vol in a stock or option chains on the TOS site.

FWIW,
medowz

StockFetcher Forums · Filter Exchange · Thinkorswim vol diff. indicator<< >>Post Follow-up

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