Recent content by ben111

OK, thanks for your answer and help.

Hello, let's take: Symbol VXX 150619P00019000 It's VXX option, put, Strike 19, exp. 19th june, Short one contract is a margin of $33. Thanks

E.g. shorting an atm VXX option expiration 19th june (10 days) has premium of $60 and margin ist only ~$35. That's confusing me. Yes, the VXX shock is definitly higher and so I expected a very high margin for the VXX options.

Hello, why is the margin for a short VXX option only ~$35 (portfolio account). E.g. the margin for SPX short options (and also most other options) is relatively much higher. What's the reason for the low VXX options margin? Thanks

Hello and thanks for the information!! I'll check the TWS for these settings and test it.

Thanks for your reply!! I'll have a look at your website :-) What exchange is the cheapest for eg. VXX options? Thanks

Hello, I did some option trades and using smart routing. It happened that some orderes were executed at CBOE, PSE, AMEX and I got always different fees. I think PSE was the cheapest exchange. Is that normal that the fees are so much different?

Hello, I have an account at IB and there it isn't allowed to trade after the first notice day. Now I heared that some other brokers offer trading the days between FND and last trading day. At these other brokers do you always have the risk of assignment or will the margin requirements rise...

The big problem with this kindo of payoff is vega and vol risk. Usally in low vol / IV environment that payoff looks good but as vol of longer term maturity (should be short in yout example) rises, the payoff no more looks so good :-(

Yes, that's what I mean. I know that I need the variables but from where do I get them? Isn't there any website that exactly explains how to calculate the GC futures prices? (I'm also interested in how - and with what variables - other futures are calculated eg. Bund, t-note.)

@samiotis Thanks for the link. But I'm looking for infos about the fair value especially for the gold futures. Index futures are all related to spot but how about gold (silver) futures. So can the spread between different gold futures months move or is it almost fix?

Hello, can somebody explain to me how to calculate the fair values of the different GC futures? Are the futures connected to spot? And are the silver futures similarly calculated? Thanks