Broken Wing Butterfly margin at IB

Discussion in 'Options' started by options_fanatic, May 6, 2015.

  1. newwurldmn

    newwurldmn

    I misread it. your are right. the max loss is 1,000.
    I am surprised IB would get that calc wrong - normally for reg-t they have algos to pair the options and stocks to their most optimal margin configuration.
     
    #11     Aug 30, 2016
  2. Kibitzer

    Kibitzer

    When I put on a simulated position, it shows the margin requirement as such. Again, I have portfolio margin, and it looks at +/- % distance from current price to determine margin requirement.

    With reg-t in ToS, I am not sure what the margin requirement is. You can call them - their customer service is good.
     
    #12     Aug 30, 2016
  3. I trade BWBs on IB all the time. The margin used is the max risk which is the difference between the widths.
     
    #13     Aug 30, 2016
    tommcginnis likes this.
  4. Bekim

    Bekim

    I don't know why they don't change this it makes not sense for them and for me. I trade less because my margin is eaten up for no reason.
     
    #14     Aug 30, 2016
  5. Kibitzer

    Kibitzer

    Are you trading with portfolio margin on IB?
     
    #15     Aug 30, 2016
  6. Reg-T in an IRA
     
    #16     Aug 31, 2016
  7. tommcginnis

    tommcginnis

    Agreed. (And in this case, that is the $1,000 uncovered exposure). As well,
    1) the other side of the market can be written w/o (net) margin impact, and
    2) margin will be allocated "afresh" for each expiry.

    Thus, write a 95/80/70 put-side bwb for Sep09, and you can write another, call-side bwb at 10/15/25 without margin impact, but
    If you write that 10/15/25 bwb instead for Sep15, and you will see a new $margin allocation.

    For myself, I determine how many $5 "slots" of margin I wish to allocate for any given expiry, and keep strict track of what is allocated, and *what balance* I maintain, of margin consumption, top and bottom.
     
    #17     Sep 3, 2016