Yes, and I ask IB In the stress test report I saw my pnl are all positive in all the scenarios. However my margin is still very huge (108% of my...
Y2D +3.97% Margin Ratio prev EOD 108.02% Margin Ratio Open 107.99% Delta 0.05% Theta 0.9% Vega 2.3% Stess Test PnL 299.3% 159.9% 46.9% 34.8%...
Yes, portfolio account. Sorry I didn't clarify it in the beginning.
Now I realized many replyers in this thread are using RegT instead of portfolio account that I'm with. Sorry I didn't clarify it in the beginning....
i said my over all theta is positive. do you understand what it means? no offense, just want to make sure we are in same page.
Y2D -3.99% Margin Ratio prev EOD 106.94% Margin Ratio Open ??% Delta 0.06% Theta 2.3% Vega 1.4% Stess Test PnL 129% 58% 6% 35% 125% 267% VAR...
I got following from IB. Some generic info that might be helpful to someone here: Customer Portfolio Margin System ("CPM") was developed by The...
Any theory backs up / justifies your claim? In what situation an option would cause more potential loss over night? If so, can such change be...
Again, what do you mean by "overnight margins" here? Is it a term used by IB or just the same behavior as I described in my OP? Is there any way I...
If stock sells off, his short put would make him buy stock at the low price, which is what he expected ("put to you at 235"). Basically his...
someone also mentioned "Overnight margins". What do you actually mean? There is "projected look ahead margin" and they are with exactly same value...
The actual portfolio is pretty messy, with more than 100 options of different strikes and expires. And they varies from time to time. For...
Are you trying to say the time decay of a long option? Yes, the OTM options would usually expired with no value. As I mentioned in an other post...
when price drops near 235, you loss is more than "the stock is put to you at 235". especially if the drop is heavy, the vol would jump up and so...
Y2D -2.65% Margin Ratio prev EOD 93.5% Margin Ratio Open 115.3% Delta 0.12% Theta 3.44% Vega 1.08% Stess Test PnL 127.14% 56.95% 5.95% 34.39%...
Thanks to a troll in my other thread I found this board, which seems a good place to record / share my status and thoughts. Any comments is...
There is "post expiry margin" that work as what you described. Last friday it was >500% in the morning. Around 3pm I managed to reduce it to...
bingo. something like that except I also buy far OTM options to survive with the extreme market move.
what is overnight margin and how to see it? I saw there are "projected look ahead initial/maintenance margin". They are equal to the non-projected...
Yes I made it delta neutral with positive or small negative theta. Also the pnls would be positive under extreme market move
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