the reason i asked was that i couldn't find any information on CME.com
with the IB's API what is the best way to compute Delta (rough approximation is fine)
i usally hold my naked position into expiration
i dont think 500 lots of ES is a reportabe position
but i guess i have to do it since uncle sam asks for it
but this is nothing serious right as long as i file it i can still trade away with my bots
i am a US citizen living in taiwan. it is pretty cheap here. A fresh outta college kid makes about 1G a month. so basically all i have to do is to make 5G a month, then you can live like a king
but of course my ambition is bigger than that.