I certainly think there is some risk added to the overall system because of PM, albeit it is hard to tell how much. I had some back and forth with...
Indeed cdcaveman, indeed. There is always the risk that your assumptions get the better of you. History has shown us that hubris is the enemy of...
I would definitely opt for Portfolio Margin. That's just me however and this might not be the best choice for everyone, especially for novice...
You could be right and it would be a prudent decision on IB's part. If I was writing the specs for IBs Portfolio Margin system, I would certainly...
At a 30% move, the average delta of the position is likely to end up closer to let's say 0.85 on average (bigger move means one of the options is...
Well, that may or may not be the case. I would need you to give me the exact details of the positions so I can run the numbers. But yes, if a...
It's not inconceivable that this could happen and it really depends on your exact positions. If you post the details of your positions (i.e....
I see a lot of comments about what Portfolio Margin was "designed for". At the end of the day, the genesis of the regulations matters much less...
Your calculations are correct, except that you forgot to add the $17,500 cost of the put options. Adding this back into the cost and using the...
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