Recent content by chaunceygardner

We are trying to execute our strategy via our software and directly to the broker and we are looking for brokers with APIs. Our research has shown the following: === OptionsXPress - https://int.optionsxpress.com/toolbox/partners/xml_api.aspx with commissions of about $1.25/contract ===...

Thanks for your insightful replies sonoma, newguy05, sle & lowvoltrader the responses to your queries: Sonoma- We take a software/quant approach towards our options strategies and we have been running our analytics on various combinations of calendar spreads. I was wondering if there were...

Hi, I have been doing some research around Theta decay and I have a question around Theta decay. Assume the two following points: 1) want to take advantage of Theta Decay i.e. your position increases as time progresses. 2) However, I want to be as neutral possible on delta/gamma without...

I am trying to execute on a complicated 8 leg option strategy. While the payoffs are relatively easy to visualize, is there a software to visualize option value across time for given changes in price? I am thinking it will likely be a 3D software that will plot option values for all...

CBOE makes a revenue per contract (RPC) of between .17 to .5/contract so they must be charging brokers on top of this. Really good contracts from IB etc... will get you close to what the broker already has to pay CBOE. Of course, this is assuming tight bid/ask spreads. You can see the the RPC...