Recent Content by MD99

  1. SPAN margin on ZB options

    Hard to answer without specifying a particular option since each option has a different SPAN margin. The basic margin parameters used for ZB...
    Post by: MD99, Jul 31, 2016 in forum: Options

  2. Trading option boxes at the CME

    What CME/CBT/NYMEX contracts have actively quoted box markets and how tight are the markets? I assume that S&P EOM options (regular & e-mini) are...
    Thread by: MD99, Jun 2, 2015, 1 replies, in forum: Options

  3. IB Risk Navigator risk graph full of bugs?

    It's buggy and I don't trust the results. I've got a screenshot of Risk Nav showing short-dated options with obviously wrong greeks. It shows...
    Post by: MD99, Mar 8, 2015 in forum: Trading Software

  4. Time stamp for bid/ask IB API C#

    When a trade takes place at a new price then the normal sequence is timestamp, trd price, trd size. If the trade is at the same price as the...
    Post by: MD99, Mar 6, 2015 in forum: App Development

  5. Ballpark ratio of theta/gamma

    Under standard BS assumptions, theta/gamma is approximately constant regardless of strike or time to expiration. A 1-year option decays at the...
    Post by: MD99, Mar 5, 2015 in forum: Options

  6. IB API C# request HistoricalData

    Try changing the time zone to EST instead of GMT. I don't know why but EST works for me but not GMT.
    Post by: MD99, Mar 5, 2015 in forum: App Development