Recent content by abc12345

Hello, For several times I am experimenting with ES options model which represent an Iron condor. The model has duration 1 day and the greeks are around: theta=130, vega=-10, delta=-0.5 I like the model because vega is small and this escape me from the volatility. I noticed that the model...

Hello, I have tried SPY options spread combination with 4 legs /in 2 expiration periods/. The options are selected in such way so to form a Conversion (Reversal) spread after the first expiration date. Since the Conversion (Reversal) spread is a risk-free option strategy, IB should requires...

I trade just US market. What happens if I stay with IBUK? /If I decide - is it possible to migrate to IBCE later? Let say after a year…/

I understand your point about the unlimited losses. But after the expiration date of the front leg (Dec 13), this is no longer a Calendar spread but just a naked short option. Then I am agree the margin to be increased to around 50000, but before Dec 13 the spread has limited risk and the margin...

Thank you for your reply. But I can’t agree with you that there is not a theoretical max. loss in my 1st point. Please check it in the Performance Profile in the TWS when you create order. There you can find max profit and max. loss. Is it possible the IB to decrease the margin at least to the...

I want to suggest some improvements for IB margin calculation. When try to sell Calendar (or Diagonal) spread, the IB TWS strategy builder calculates very high margin. The calendar spreads have limited losses so it shouldn’t be the same as if selling naked options. For example: Calendar SPX...

Sounds very danger what https://www.elitetrader.com/et/members/sig.446656/ says. Let me tell you why I have opened this thread. I have developed a BOX scanner that scans in real time for options BOX spreads and can sends limit BOX orders to IB. Even now I can see a SPY marketable short BOX...

Thanks for your replies. It obviously doesn’t work as I thought. I should change my strategy.

I have an account with Interactive Brokers (IB) and I want to trade complex options strategies composed by vertical spreads. I want to hold options until their expiration. Unfortunately I don’t have control over the short legs. What will happens if I am forced to exercise just one leg and I...

Thank you for your reply, but I already have done such researches without any success. I thought may be some traders here, who already have used the Jefferies algos, will share the experience ...

I have an account in Interactive brokers. I also have a pair trading strategy where the legs in the pair have very big daily volume and sometimes very big volatility. I think IB Smart routing for the pair trading is not suitable for such pairs, because reacts slowly when the spread reaches...