I have strong bearish sentiment on many eft's and would like to choose a strategy between shorting the stocks or buying puts. The issues with...
Ditto. The Risk Navigator is too crappy to be useful -- it is more like a teaser. The exposure calculation for far out options gives far-out...
It is bad that I had to do this but IB keeps the workings of portfolio margin 'proprietary'. I can't find anything useful in the documentation and...
Let's say that the strangle has a bearish bias that is I was after, betting on a decline, but not sure about the timing and afraid of the...
I sold a bunch of strangles and am concerned that the volatility may surge. I want to use VIX to hedge against a sudden vol change. I found the...
ETFs may distribute dividends and capital gains, which should lower the share prices. Because the option holder receives none of those, when that...
When my short call became ITM on expiry day, I thought I would buy to close the position. But the ask price price was 1% over the intrinsic value....
I figure IB has a list of high-risk stocks on which the margin is 50-100% of the underlying value, regardless of how far OTM the short call is.
They are crazy, well, dumb, in another way. As my PM margin soared in the day, I tried to close some positions. To my surprise, a $50 trade (10x5c...
Did you consider rolling back to RegT margin? At least it is predictable.
Ok, guys, I set up simulations to study the choice of strikes on the risk and return rate. All in all, the result is surprising to me: deep ITM...
Not impossible indeed. I asked their rep and was told that it was the real-time margin that counts, that the margin report was generated at 4:30...
I am trying to compare ratio backspreads vs naked long options. It easier to work on puts since puts have an upper bound for the gain that is the...
When we see quotes in bid/ask, there is something not show. I have got prices better than the bid/ask, that is, between them, with no delay. For...
Today the market moved in my favor as my liquidation value increased -- but my margin increased also. On other days, when my value dropped, my...
I also saw my margin jumping up overnight without movement in the underlying. Their algorithm is hidden, and the rough guidelines are hazy and...
some literature discusses it with the butterfly as they have similar features. Thanks MTE.
Hey gurus out there, What is the name of the option strategy that on a P&L diagram looks like a W, or a butterfly with wings tilting up? You get...
I was thinking of options on ETFs with 2-3 months in maturity. The of a 50% move is slim. As a simpler example of the adjustment I was thinking...
Reading the book The Option Trader Handbook for adjustments for short strangle and got disappointed as the book says that there is nothing you can...
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