mytendies

mytendies OP t1_iuijxms wrote

slippage is bid - ask / price of the option / 2.

It assumes you are going to pay "half" the bid ask spread to get in, and half to get out. Wide bid ask spreads = more slippage = less efficient.

I guess the word friction should not have been used and isn't really relevant. My b

6

mytendies OP t1_iuigjmn wrote

Hi WSB, this table shows which options are most liquid and have the tightest spreads. I then calculate an "efficiency" value based on those spreads, the option pricing, and essentially how much of your profits will be lost to friction/slippage/commissions when trading that particular option.

I also include the expected move for "this friday" and each stocks "beta" when compared to SPY.

Is this helpful or too regarded?

How else can I improve this report?

16