Yes you will notice some decay intraday, especially in calm markets. It's hard to predict exactly how much the decay will be, as theta occurs...
Been there done that. Trust me, it will pass.
If you think it's expensive then short it.
So the only way to set midpoint prices for a limit order is to write an API? Are you sure there isnt another way? I looked at the various IB order...
But that requires a manual re-adjustment of the price, no?
1. How do you display the combined greek values for your entire portfolio? In the portfolio window, I am only able to add a DELTA column, but not...
After experimenting a bit with IB TWS for options trading, I can tell you right away it's not good if you're looking to trade something more...
Great, well it all makes sense now, thanks for your help everyone especially newwurldmn cheers
The bid/ask is correct, and that's what matters. Last prices are often misleading, especially if there is little volume.
Thanks for your answer, So straddles aren't needed, just short upside calls and dowside puts basically. Good to know. So one simple question:...
Thanks newwurldmn, this answers a lot of my questions. However, regarding #5, say I want to replicate a variance swap. What I'll do is...
Yeah, to be honest, I've been thinking a lot of the problems I see has to do with IBs data feed....I know it's extremely unreliable for charts and...
Looking at IB options chain data, as mentioned in my first post, calculated theta is actually above extrinsic value for all options that are very...
1. I realize they are more of an expectation. The question is when can you expect them to be right? Why isn't extrinsic value respected in the...
Yeah russians would probably be your best bet. They know their stuff when it comes to software and coding.
1. Why does it seem that some options with no apparent extrinsic value has a theta attached to them? For example, yesterday I saw NFLX Jan 20' 12...
Yes it's from the Wilmott forums. So you guys have any spesific examples on how to go about with this?
I found this on another forum. Here is a more general method that enables you to scalp volga as well as gamma. Dynamically hedge your net...
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