OK, thanks for your answer and help.
Hello, let's take: Symbol VXX 150619P00019000 It's VXX option, put, Strike 19, exp. 19th june, Short one contract is a margin of $33. Thanks
E.g. shorting an atm VXX option expiration 19th june (10 days) has premium of $60 and margin ist only ~$35. That's confusing me. Yes, the VXX...
Hello, why is the margin for a short VXX option only ~$35 (portfolio account). E.g. the margin for SPX short options (and also most other...
Hello and thanks for the information!! I'll check the TWS for these settings and test it.
Thanks for your reply!! I'll have a look at your website :-) What exchange is the cheapest for eg. VXX options? Thanks
Hello, I did some option trades and using smart routing. It happened that some orderes were executed at CBOE, PSE, AMEX and I got always...
Hello, I have an account at IB and there it isn't allowed to trade after the first notice day. Now I heared that some other brokers offer...
The big problem with this kindo of payoff is vega and vol risk. Usally in low vol / IV environment that payoff looks good but as vol of longer...
Yes, that's what I mean. I know that I need the variables but from where do I get them? Isn't there any website that exactly explains how to...
@samiotis Thanks for the link. But I'm looking for infos about the fair value especially for the gold futures. Index futures are all related...
Hello, can somebody explain to me how to calculate the fair values of the different GC futures? Are the futures connected to spot? And are...
Separate names with a comma.