Search results

I am not doing this in the hope to find arbitrages. I have a more practical need: I want to minimize the numbers of quotes I retrieve from markets. For a given strike I only want to get one quote (the OTM part, so for example put prices if market is trading above the strike). Then the...

Sorry I am not sure I get it. Suppose I am at the beginning of May and on the market I have options expiring in May and in June. I also have a future expiring in June (same day as options). When applying put-call parity for June's options, I can definitely use the future price instead of the...

Thanks for the answers. Just to clarify, the situation I am facing is like this. I am given the bid/ask prices for 1 ATM call, 1 25D PUT and 1 25D Call. So I want to find via put-call parity the prices of the corresponding put or call. For example, once I have the OTM Put price I want to find...

Thanks. I cannot get it from my quotes or in general? If you want to price an option and you need to pass the interest rate and the dividend yield, how do people know what values should be used exactly?

Hi guys, I saw the following information on the Eurostoxx option market today (expiry June 15 2018) underlying: 3481,89 future June18: 3465 call 3475 BID/ASK: 41,6/42,6 put 3475 BID/ASK: 51,2/52,4 How can I get from the above the information about interest rate and dividend? I know in this...

Hi, I am trying to understand how I can create a P&L attribution for an option strategy. I know that if I compute the P&L everyday, I can use the greeks to come up with an attribution. In fact I know the delta/gamma/vega/theta of my options and I just use them to see how much of the observed...

Hi, I was trying to install Multicharts from my Interactive Brokers TWS. At one point the installation throw an error and can't progress. I attached the error message. Can you please suggest how I can fix this? Thanks.

So did you manage to make HMRC see options' P&Ls as capital gain after you found a full time job?

I have a full time job that is unrelated to trading. The salary from this activity is my main source of income. On the side I trade options but tgat is just a way to invest my money. Any profit generated by the trading activity is an extra so the problem is just to understand if HMRC will see...

Thanks for your reply. But if you are not self-employed and your main source of income is the salary, is the profit from option trading treated as capital gain for tax purposes?

Do you know if is it possible to have the account in EUR? I am going to trade only EUR denominated contracts so if I open the account with, say, €10,000 and realize P&Ls in EUR for a total of €1,000 in one year, at the end of the year I can see how many GBP are worth my €1,000 profit. This...

Thank you. But who is in charge for the conversion to GBP? Is it something that brokers do?

Thank you for the help. I have another doubt and sorry in advance for these stupid questions. I am planning to open an account with Interactive Brokers to trade options, futures and ETFs. So, reading messages above, it seems that any profit and loss that I will generate will be treated as...

But there they say: "Where an income tax payer uses a swap to hedge interest rate risk, foreign exchange risk, credit risk etc arising from assets, liabilities or transactions that are integral to a property business, profits or losses from the swap will form part of the profits or losses of...

Thank you for the answer. I am searching info on HMRC website but it is a real mess to be honest. So far I found these two pages quite interesting: 1) http://www.hmrc.gov.uk/manuals/cgmanual/CG12310.htm Here it seems to confirm that profits generated by trading listed options are treated as...

But how does it work? Suppose I want to use Interactive Brokers to trade options. How do I use Kyte?

Thank for the answer but, as said, I want to trade the actual contracts from the exchanges (LIFFE, Eurex...). No CFD or bets.

I live in UK and I see that there are 2 taxes when trading: - CGT to be paid on capital gain and is 18% or 28% depending if you are basic tax payer or not - income tax on any interest or dividend received But what happens if I trade options and futures? Please not that I'm not referring to...

Hi and thanks for the reply. I hope you can share your opinion about the calendar backspread strategy. :)

Hi all, It seems that volatility cones are an important tool in the options trader arsenal but I am not sure how to apply it and how to translate into strategies the information it gives. Can you please share your ideas about the usage of volatility cones when trading options? Thanks, G.