Hi Guys! As I could see,most of you trade Calender Spreads on Stocks. Does anyone have any experience with trading them on some major stock...
Starting with September 19th,Eurex will introduce futures on 3 major european volatility indexes: VDAX-neu VSTOXX VSMI Further details can...
Sorry MTE I just read the entire article.. The weeklys are going to be listed on a Friday and expiring the following Friday. I was thinking that...
Well that's what's worrying me.. In case of the monthly expiration,there were buyers and sellers for almost all types of options (ATM and OTM)...
You've got the folowing strikes: 4900 4950 5000 5100 5200 5300 5400 5500
In that case there's something wrong with IB... My highest August ODAX Call is 5500 just like for September... But due to the fact that...
Hi OC, As I just read in one of your posts,you were using bear put SPY spreads to (partially) hedge your SPX positions.. My question is:...
:D Let's see what this week brings..
Hi Trajan! Does this mean that you can open a short position even if you don't have sufficient margin? Do you keep these short positions over...
Thx a lot IDS ;) Btw,how do you calculate the SPAN margin? Do you have CMEs SPAN Calculator or does IB use some other kind of software?
Hi IDS thx for the example.. I just compared these two identical condors on the ES and SPX and if I am right,the max. SPAN margin cannot be...
Hi steve! Thx for your answer... Could you tell us whether the SPAN Margining system requires less margin than the CBOEs ruled-based system....
I thought about opening this thread in another subforum,but due to the fact that it deals with the margin calculation algorithms, "Options" seem...
Hi just21! I'll try to give you a couple of examples on the RBM: Position Strangle on the DJ EUROSTOXX50,underlying at 2970 (today) 10...
It's presently trading at 0,10-0,45,the last trade was 0,25... I would have a look at the recent SPX trades and quotes and try to get a close...
I agree with you but the fact that EUREX ignores the vola variations is the problem.. In case of the Eurostoxx 50,Eurex calculates a 230 Point...
Thx for the quick check just21... But it's still too high... I remember reading some old thread about IB and this "check margin"...
And if could post us some Margin figures on OSX and ES Strangles or Condors that would be great ;) Thx
Hi just21: The size of a DAX Option is 5⬠per Index Point.. But I don't understand your margin calculation. I just had a look at the...
Hi Xenia.. Could you maybe post us some Premium/MArgin figures on some Calender Spreads or Condors using the "CHECK MARGIN" of the TWS.......
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