Retrieve options spread strategy data with IB's excel API

Discussion in 'Trading Software' started by tonyf, Aug 5, 2020.

  1. tonyf

    tonyf

    I can pull information from shares and options - but is it possible to see vertical and horizontal option strategy pricing in excel?
     
  2. xandman

    xandman

    Sure, just put your option requests into an Excel formula.

    ex.

    =long - short
     
  3. tonyf

    tonyf

    Right, and how do you calculate the maintenance margin impact in excel?
     
  4. xandman

    xandman

    Last edited: Aug 5, 2020
  5. tonyf

    tonyf

    Interesting - but TWS says otherwise:
    Naked Puts for the same strike seem to require more margin that vertical bull spreads with a buy leg 10% lower.

    It could be a case of illiquid options only (or just the ones that I am looking at) but TWS does not lie.
     
  6. xandman

    xandman

    Ah, sorry. I was not thinking about naked positions as a possible strategy.