Any recommendations over IB? One with API.
Greetings, I found that IB's portfolio margin requirement is way higher for collar than a risk-equivalent call spread, sometimes 10 times higher...
Greetings, On Friday, I started longing a few hundreds of SPY call option contracts that would expire on the same day. My account did not have...
Implied volatility does not have to increase as the underlying price drops. For example, after earnings, underlying price may go up or down, but...
Yes, your assumption was right. And yes, some parameters besides the price are not trivial to set, such as the interest rate and dividend rate....
Thanks for the suggestions. I will focus on near the money options for greeks computation. I think the existing computation for them is...
Thanks! I'm using quantlib to do the computation, which asks me a few option parameters for input, including the strike, expiration, option price,...
I'm trying to compute greeks by myself for some historical data. I'm able to get the greeks computed most of the time, but sometimes they just...
Sorry for digging up this old post, but I have a few questions. What type of general market conditions do you monitor? Can you please provide an...
Don't you have the same issue if you have, say, 100 members, each having 100k in their account? If you members try to use the same strategy,...
Very interesting thread. Can you please explain why you calculated vol using those equations? I'm not sure about the meaning of the numbers such...
Sweet!
Interesting. I've never seen that available on the trading page. Can't check that now as somehow the CS web page is not loading, but it sounds...
Thanks, I've tried entering a limit buy order at a price that is close to bid, and wait half a minute to see if gets filled. If not, I increase...
Thanks for the detailed reply! I was trying to determine if the fill price of the market orders is as good as limit orders. From my limited...
I'm using Charles Schwab. I have no idea whether its using SMART or DMA. How do I find out?
Sorry, realized that I used a different title. I was thinking about another related question: does the order go thru market maker, if one placed a...
Greetings, I'm getting familiar with options trading. The bid ask spread often takes up a big chunk of profit, or worse, increases the loss. To...
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