Before I start trading light crude futures options, I have a question. First, I understand what day these options expire based on the contract...
I am shocked to see that no one has attacked this problem. Take another look. There must be some IC traders here.
Appreciate the comments. I like the suggestion of using an iron butterfly in place of the short straddle. I checked, and the margin requirements...
Here is a practice problem with IC's vs IB's. I am looking at the October 2010 Futures options with the DEC 2010 as the underlying. When I place...
Anyone use these techniques in some form? I wanted to start a discussion, for I am considering doing reverse gamma scalping using short straddles...
IB has a nice feature that gives the cumulative greeks (I look at delta, gamma, vega, and theta) of any portfolio--real or what-if. This feature...
This is a true statement. That is why IC and IB require patience.
Best way to protect any downward movement from wipeout is to do a bull put spread (selling a put and buying a further OTM put. This move even...
Talk about stops. I use IB and I know they are simulated. Never placed near obvious resistence/support. Always seem to be the last trade before...
Biggest misconception is vega. When the market moves down, the short put really shoots up compared to the ATM/ITM option on a percentage basis....
Personally, I would exit this spread. No later than Wednesday before expiration. The biggest reason is that you are tying up margin capital that...
Look at the price volume charts. Moat brokers have them; even the cme website has them. The time intervals change though. My broker shows from...
Go to NFA's website (National Futures Association) and read up on the requirements for exepmtion from CTA and CPO status. All of the info is there.
I have been trading ES futures and futures options for many years, and I am curious. Who trades when? Folklore suggests that "dumb money" trades...
I have used the paper trade account with IB from time to time to test option spreads. In the paper trade account, you have to hit the bid or the...
Actually long and short straddles will make money in the current environment. Just all about management. Think gamma and reverse gamma scalping.
The time value of the put, either DITM or OTM, is higher than the call. For instance, the may 1125 put had value of 7 when the ES was 1190. The...
I have IB as my broker. It allows me to check margin requiremnts before placing a trade. I ran the NP at 5% OTM and compared it to the CC in my...
I have thought about this. They would be the same depending on the strikes of the put and call. Suppose I am trading the ES and it is at 1200....
I think the option trader app in TWS allows for multiple months, whatever options you want, with all greeks plus IV displayed. I have used it to...
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