ES OTM Put Option Performance During Flash Crash

Discussion in 'Options' started by SailorG, Feb 12, 2017.

  1. SailorG

    SailorG

    I would like the profit potential of leverage without being wiped out with 1 fluke day in the market....ahhh to dream
     
    #11     Feb 12, 2017
  2. JackRab

    JackRab

    So what exposure are we talking about? Give us a rundown of your risk at -5, -10, -20%... in dollar terms...
     
    #12     Feb 12, 2017
  3. Sig

    Sig

    I can tell you IB will value the put based on it's bid/ask even if intrinsic is far higher, so in their case you're right, the put might not keep them from autoliquidating you if the bid/asks go haywire.
     
    #13     Feb 13, 2017
  4. JackRab

    JackRab

    Yeah that's what I thought... but with a portfolio margin account it should be fine anyway I think. And maybe IB has some discretionary system in place to check for hedges.

    What happens in overnight large drops? What if you're fully hedged in FDAX with DAX put options... and the future drops overnight.... The options are not updated since those are closed for trading. Surely they've got some system in place to value the hedge....
     
    #14     Feb 13, 2017
  5. Sig

    Sig

    I should have specified that was for a regular margin account. I presume you'd be OK with PM, but their calculations with that were so opaque I stopped using it after a day, so I can't be sure.
     
    #15     Feb 13, 2017