does this ratio make sense (theta / gamma) as a gauge of gamma risk??
just wonder what expiry would you sell for earnings strangle? would you sell the expiry closest to earnings date? or sell the expiries further back?
IB just announced the margin increase only affect S&P index futures and derivatives products!!!??? WTF!!!!! actually i checked with their CS...
IB is about to increase the margin requirement in the coming month. I just wonder are there some other brokers that offer better margin ratio than IB?
yes you're right. i miss that point. how about if the option is assigned before expiry?? can i just buy the shares after i receive the...
if i have a naked short call position, the option expires in the money and is assigned. i will have to deliver the underlying shares. since i...
there is market maker providing reasonably tight bid/ask. liquidity shouldn't be a problem.
For example, SGX Nikkei index option. It is a futures option, European style, physical delivery. Upon exercise, it'll result in a position of the...
Just wonder is there any low cost real-time market data source for global markets, including major exchanges in US, Europe and Asia??? IB force me...
do you know what sort of return / income he can generate? e.g. 3% of dividend yield + 5 to 6% of option premium income?
The study was done in 2004, which is more than 15 years ago. How about performance after 2005? I talk about annualized return, not Sharpe ratio....
I'm looking at covered call strategy, say for a stock index. Advocates for covered call strategy would say that you can generate income by selling...
Blackstone (BX) pays "partnership distribution" (not dividends) on a quarterly basis. Just wonder is that taxed at the same rate as dividends?...
I'm looking for some long volatility trade ideas. Which one of the below trades would you do? 1. VIX Oct long call spread (buy strike 19 / sell...
XIV certainly cannot survive. This is exactly why I don't trade this product. It will get wiped out, not in matter of days, but in matter of...
Just wonder anyone have experience with Tradestation? I've been using IB to trade VIX futures. But IB recently force me to pay pro fees for market...
i understand your point. That's NYSE and other US exchanges requirement. But that is not required by non-US exchanges. IB implements it for all US...
anyone being forced to be classified as "professional" on IB? the professional market data fee is much higher, and you'll have to pay pro fee for...
just added a chart as above (had problem uploading it due to file size). even Mar18 & Apr18 contracts have dropped more than Feb18.
[ATTACH] other expiries have dropped -4 ~ -12% over last 5 days, but the Feb18 expiry stayed mostly flat. does anyone have any idea why is that?
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