John J Veteran   Posts: 272 Joined: 8/3/2010 Location: Leduc, AB  User Profile | I realize that historical options data are calculated values (model data). That being said, shouldn't option prices in an Option Grid and Equity Trades Report match each other for a particular date in history? I went through an Equity Trades Report (Credit Magic back test), and compared the exit prices to those found in the Option Grid for the stocks in question. I found most to be off, but some are way off. Let's have a look at a SVXY trade which exited on 1/16/18. The screenshots speaks for themselves? [Edited by John J on 10/2/2018 12:32 PM]  Attached file : Capture1.JPG (117KB - 787 downloads) Attached file : Capture2.JPG (242KB - 757 downloads) |
