Recent content by risknav

Yes, it did appear in the daily statement, and furthermore I was logged into TWS about to make the same trade (liquidation) myself but the risk system beat me too it.

I received the bulletin, both in TWS and by email. I will share one observation that has occurred over the past few days – and for context my positions are only futures and FOPs, so margined under SPAN rules, though IB’s house margin in volatile times will always be significantly higher than...

I’m a bit more proactive, you take what you get – even if not ideal. The last few market days, including today has been a nice change.

Hey Robert, My positions are largely credit spreads and a very low number of naked shorts. I find myself purchasing low cost (in actual dollar terms) short term (1-week or less) puts and calls to manage the margin swings if I’m close too, or go instantly negative excess liquidity. This is even...

Thanks, it’s going to be something I’ll just have to build into my routine.

I’ve done some researching; both here and from previously released IB account margin webinar notes and can’t find anything related to what I’m going to ask/discuss. Any attempt to reach out to IB directly and ask about this is a non-starter, this is probably the best place so here we go… I’ve...

Yes, and I understand what you’re saying. The problem, and I don’t think I’ve actually addressed this yet, is that it doesn’t matter what the “real or more accurate” delta is when it comes to margin (or risk, etc.) when your broker has it wrong. The best and easiest to explain example is; let’s...

To follow up on my own post, during today’s session the same as witnessed in my first post was occurring. When trading reopened at 6PM EST tonight everything “looked” more realistic based on what I believed it should be. No surprise to me, it now matches “exactly” what is being reported in...

Thanks, all good feedback. Now with regards to QuikStrike using the previous day’s volatility curve, that’s applied to present (settled) day prices? If so, then IB TWS “should” be the more accurate delta for something that definitely has intraday volatility changes, such as CL and NG, but as...

Unfortunately I don’t and it took me a long time to find that one, perhaps I wasn’t supposed to find it to begin with. I wonder if NinjaTrader would re-host that page, it could be considered a “public service” for the IB trading community.

I’m wondering if any other CL (Light Sweet Crude Oil) option traders at IB have noticed rather large discrepancies in the delta being reported in TWS, compared to a third-party, such as QuikStrike. I have to believe QuikStrike is correct, after all I’m using a version provided free by the CME...

Yes, all these issues started with the first 950-series TWS builds. The only way to get it functioning like you wish is to downgrade to TWS build 9493 – that’s the last build before they implemented this wacky and bugging feature. My thread below details my frustrations...

They still haven’t fixed this, nor have they even bothered to respond back to my open ticket – last update was on July 10. I do however have something useful and cool to share. I found a page hosted by NinjaTrader with links to all TWS versions dating back to version 851, all the way up to the...