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TradeTheZones t1_jaapgh9 wrote

Good shit op. Are you algotrading off of this ?

How often do you update the gamma and delta profile? Are you accounting for intraday moves ??. Would you update this list every AM?

Sorry for all the questions but I love this stuff.

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hardyrekshin OP t1_jab173j wrote

Yes--in a very limited fashion.

Updates every day at ~6:30pm. See the links. Model currently takes ~2 hrs to process all ~1.5M contracts using EOD data

Most days will have plays.

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