That's what I thought, but I'm not sure if that cash outlay affects them at all (probably not much). I've been trying to figure out why I can't...
No, the dividend is adjusted like a corporate event so neither party is affected by it (for this style of contract). The feature is called "No...
The most obvious is to short the stock. However, for stocks with high dividends over the period, while the futures contract may be dividend...
Do either of these brokers offer (or plan to offer) single stock futures?
def, what are the odds that SSF will still be tradable at IB next year? AFAIK, no other broker offers it for US stocks, but it does exactly what I...
I see. I was looking at trading permissions because the options are limited to what the US allows - Italian stock futures is actually a choice...
I just placed 10 contracts on NLY for March, and the entire market for NLY disappeared. There is no liquidity.
For example, can a US based LLC create a UK account and trade UK derivatives products that regular US based retail traders cannot? Are there any...
IB is my broker. Will there be there any way to get access to larger block trades (say 100-1000 contracts per trade) if things change? I have some...
The margin treatment is pretty favorable. It's one reason I was excited about the NDR products. I can't do the same leveraged dividend capture...
If you were going to hedge a long position on a high yield stock (10-12%) such as NLY where all the call option's time value was less than the...
The NDR products are superior to any options combo that I've tried. Short synthetics don't have the same risk characteristics over the test range...
Really? How do they perform the larger block trades though?
Are the "no dividend risk" SSF designed so that they are essentially "unaffected" by dividends? Meaning, you can hold a long stock and short SSF...
Already have. I've never had an issue getting a fill at the bid/ask when it exists but since I'll eventually need 100-150 contracts I'll have to...
Taking NLY as an example that has MMs (many listed products don't appear to, about 75% of those I checked, even high cap + liquid) - NLY December,...
BjerksundStensland is showing a decay rate of about 0.0045 / day. Does this mean IB only implements the European options model?
For deep ITM put options on a high div yield stock: field=13 iv=0.160 delta=-0.9988 optPrice=7.52 gamma=0.00193 vega=0.00067 theta=0.00111...
I've posted the strategy elsewhere. It's not complex and is mostly about dividend collection on a hedged leveraged position. It has worked fine in...
The most important part is that there is no significant net time decay for the hedge. IB just reports these funky thetas in their model so I've...
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