Trading KOSPI option contract just like a futures contract

Discussion in 'Index Futures' started by joesan, Oct 17, 2005.

  1. def

    def Sponsor

    Korean cash/margin gets deposited with the KSD which currently pays around 1.5%.
     
    #111     Jan 7, 2006
  2. TickJob

    TickJob

    where can I find historical intraday charts on the future index?
    what is the average daily price range?
     
    #112     Jan 9, 2006
  3. #113     Jan 9, 2006
  4. #114     Jan 11, 2006
  5. just21

    just21

    The index value has appeared on the options page. Also closing prices now appear in the european day after the market closes. I presume the model prices and greeks will be calculated now. Thanks IB.
     
    #115     Jan 16, 2006
  6. TGM

    TGM

    I am a US citizen so I have yet to traffic in the Kospi. How do you like trading the options? Do you just buy and sell the most liquid ones? Like the nearest call etc? What are the margins like on the options?
     
    #116     Jan 16, 2006
  7. just21

    just21

    The margining system Tims is similar to Span apparently. The model prices and greeks did not appear as I thought they might after the index price appeared on the option trader page. I have model prices on other pages is there something I should turn on in TWS?
     
    #117     Jan 16, 2006
  8. just21

    just21

    How many minutes is the index open before the futures and options? What is the last size and volume on the index?
     
    #118     Jan 17, 2006
  9. just21

    just21

    The closing prices on the options in option trader are a day out of date.
     
    #119     Jan 18, 2006
  10. just21

    just21

    What figure have you got for historic volatility? I am getting 16.3579 from metastock for 21 day high/low vol.
     
    #120     Jan 20, 2006