Do you really mean the "real future IV", or rather just the IV when IV is unknown, but all the other BSM params (incl. Premium) are known?
A Monte Carlo simulation can answer the question.
Yep, very logical; me too sees it this way. But then I think one has to be careful: one better should not verbatim use the amount given on the...
I got all the premium: it was the said $0.40 --> $40 per contract. The $350 is the CashAcct collateral for the said strike 3.50. The broker seems...
I think we have to trace this scenario of stock option shortselling further to verify whether the broker's statement correctly handles (for tax...
@maxinger, it's all relative... :-) Ie. comparing percentages, not absolute values.
Yes, makes sense. But I'm afraid the broker's statement will tell a much different story to the tax office, b/c it seems somehow the broker thinks...
For now more than 9 years I'm using my Lenovo Thinkpad Edge E545 with AMD quadcore CPU (actually "APU" b/c with iGPU) and 8 GB RAM, and currently...
I made an options short sale of $350 that will be finalized in the future (ie. on the options expiry date), and received an immediate premium of...
Here's the answer from the TDA support: The formula for UnsettledCash looks illogical or fishy to me, but one can do nothing but just accepting...
Dont't you see the illogic in MarginAccount that requires more than 100% margin? :) Even a CashAcct is then cheaper. Ie. for the said example the...
In the OP an IV of 300 was used. Using IV=20 gives the same logic error :) : calc_margin_req ShortCall S=100.0000 K=10.00 Pr=90.0000(fCall=1...
Is seearching all postings between 2 dates not possible? Please just make it possible. IMO this can easily be coded.
What do you (your system) trade? Options too?
For this you meed to be relatively rich. The whole system is wrong b/c the poor people need margin, but only the riches get it... :) Ie. the...
Imagine this: they demand a margin higher than what the stock costs :D, and additionally on top of it one has to pay also the interest for the...
Even CBOE, the exchange (!) itself, has it wrong :D https://cdn.cboe.com/resources/membership/Margin_Manual.pdf (page 7 and 32) [ATTACH]
Serious errors found in RegT margin calculation formulas Proof: MarginReq is > S :D calc_margin_req ShortCall S=100.0000 K=10.00...
Bitcoin is the currency of the spy agents, and other criminals... :) As was intended from the very beginning... :) But nowadays it gets used also...
The guy first should learn the netiquette and answer the question(s) related to his own question... 5 years worked on it? Then some results should...
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