volatility hedging orders feature via API

Discussion in 'Interactive Brokers' started by stochastix, Mar 30, 2022.

  1. Has anyone used this feature? specifically, for delta hedging?

    [​IMG]
     
  2. jacobs190

    jacobs190

    Recently, I was investigating an options spread strategy to exploit volatility risk premium in the market. I backtested the strategy with boostrapping simulations after obtaining paid options chain data from CBOE. And it turns out that the strategy seems to be viable
     
    stochastix likes this.