What gets me is it seems cheaper to get Stock Options data (of which there are a lot more stocks that future contracts) than Options on Futures....
what is the strike of the option? The deeper out of the money, the less vega they have, also very short dated options will have lower vega. So if...
Ahh, okay he wants to link the two orders. Sorry I haven't used the UI only the API for interactive brokers. But I know from the API you can...
if you buy 100x's @ 10 (shares, futures what ever) and you want to take profit on half at 15 you can just put a sell limit order for 5 @ 15
I understand the options market and are very prepared for patchy data. I spent a number of years until recently working on models for an options...
I am not sure what asset you are talking of but wouldn't a standard limit order do it?
As a rule of thumb your 3% move is roughly a vol of (sqrt(252) or lets say 16) 48% so your 3% was no where enough of a move for a 150% vol option.
Thanks Bob I will take a look. If it comes to it I will cough up the $125 per year, I will just restrict the futures I look at for now.
I am not planning to trade futures for a living. I enjoy trading and wanted to play with some option ideas I had. I just didn't want to sink 10k +...
Hi, It seems that you can get futures prices (EOD OHLC volume etc) but if I want to get any reasonable amount of option data it is going to cost...
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