does this ratio make sense (theta / gamma) as a gauge of gamma risk??
just wonder what expiry would you sell for earnings strangle? would you sell the expiry closest to earnings date? or sell the expiries further back?
IB just announced the margin increase only affect S&P index futures and derivatives products!!!??? WTF!!!!! actually i checked with their CS...
IB is about to increase the margin requirement in the coming month. I just wonder are there some other brokers that offer better margin ratio than IB?
yes you're right. i miss that point. how about if the option is assigned before expiry?? can i just buy the shares after i receive the...
if i have a naked short call position, the option expires in the money and is assigned. i will have to deliver the underlying shares. since i...
there is market maker providing reasonably tight bid/ask. liquidity shouldn't be a problem.
For example, SGX Nikkei index option. It is a futures option, European style, physical delivery. Upon exercise, it'll result in a position of the...
Just wonder is there any low cost real-time market data source for global markets, including major exchanges in US, Europe and Asia??? IB force me...
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