Recent content by OptionOriented

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    Margin balance question and 15c3-3

    When calculating the margin balance is it true that one must include net cash held at the Option Clearing Corporation for open option positions? Hence, your margin account might show a credit (+) margin balance, but when taking into consideration cash reserved for option positions you in...
  2. O

    Deep-In-The-Money Iron Condor?

    One wouldn't likely trade this setup, but rather hold to expiration. Like the box spread it's a financing / interest rate play.
  3. O

    Deep-In-The-Money Iron Condor?

    Suppose the question is whether other brokers handle this trade similarly? I would think the broker would charge 20k in maintenance margin, not 10k. I know that OptionHouse charges the full 20k.
  4. O

    Deep-In-The-Money Iron Condor?

    SPX (June 2011) 500-600 Call Spread (short, collect prem) 1,500- 1,400 Put Spread (short, collect prem) Bid 185.70 Mid 195.65 Ask 205.60 Assuming both legs end up ITM. At the Mid, represents interest of 3.53% for the 227 days to expiry. Way too high, a box spread would be much...
  5. O

    SPX Open Interest Question

    I've got option chain data for 10-16 and 10-19 - after market close - for SPX. (FYI: Data is from TradeKing.) I'm looking at the open interest (OI) and volume (VOL) data to determine how many net contracts were entered into at a given strike versus merely exchanged. The delta OI from 10-19...
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