an issue with the filter
HI i was checking out BKLN ticker symbol and one min it was 94% probability of profit on the long straddle (19 jan 2018). Then I looked at it after i purchased 1 contract both ways and it switched to zero percent. How could that happen?
It’s really hard to judge why the probability would have changed so drastically without having the data from the exact moment of the analysis. However, stocks like BKLN that have very illiquid options (especially those long-dated ones) can have their volatility measurements changed substantially by even a small amount of trading activity if it moves the bid/ask mean.