Recent content by adamchubb

does this ratio make sense (theta / gamma) as a gauge of gamma risk??

just wonder what expiry would you sell for earnings strangle? would you sell the expiry closest to earnings date? or sell the expiries further back?

IB just announced the margin increase only affect S&P index futures and derivatives products!!!??? WTF!!!!! actually i checked with their CS before and they said the margin increase will affect ALL PRODUCTS worldwide. and the increase will just stay there AFTER the election. WTF!!! I've already...

IB is about to increase the margin requirement in the coming month. I just wonder are there some other brokers that offer better margin ratio than IB?

yes you're right. i miss that point. how about if the option is assigned before expiry?? can i just buy the shares after i receive the assignment notice?? i guess the earliest i can buy the shares is the next trading day after i receive the notice. i wonder will i be short of shares for delivery.

if i have a naked short call position, the option expires in the money and is assigned. i will have to deliver the underlying shares. since i don't own the shares, i will have to buy them in the market. my question is shall i just buy the shares on the same day the option expires in order to...

there is market maker providing reasonably tight bid/ask. liquidity shouldn't be a problem.

For example, SGX Nikkei index option. It is a futures option, European style, physical delivery. Upon exercise, it'll result in a position of the underlying futures contract. But the futures contract has the same expiry date as the option contract and is cash settlement. Does it mean that I can...

Just wonder is there any low cost real-time market data source for global markets, including major exchanges in US, Europe and Asia??? IB force me to pay professional fee for market data which is too too too expensive.