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I have problems with API-ddl after upgrading to TWS 921.5 (nov 23) fortunately I have my own backup and I am now on TWS 920.5 (Nov 7) again.

hmm, need to think about this... One thing is the commission, at IB its the same for an option with a high or low price of the underlying. So we need examples: SPY, SPX, RUT option combo's I'll dig into it later.

there is SPXPM since oct. 4th http://www.cboe.com/micro/spxpm/default.aspx

download it and add .zip to it then unzip. it's virusfree according to MS security Essentials

an example ?

Thank you

Your Probs are from Option Express ? How can I get them from IB ? And please explain the expectation calc.

You can do that with an IB account.

sigma = std.dev = (short strike - index) / ( index * volatility * SQRT(days to exp. / 365)) I use calendar days (365) although I saw some "guru" use trading days RUT aug put 740 has a sigma of -1.62 (RUT = 840.04 RVX = 21.13)

I trade only the RUT I use sigma as first choice (>1.2), then I look at R/R (>8%) puts have a higher R/R than calls so I start with the put side 2 months, 3 months ahead. if possible I sell a call spread and accept a lower R/R (5%) I close when 80% of the profitpotential has been reached...

the graph of a RUT july vertical spread 880 900

you can have this with IB. green is ask, white is bid

Use the Risk Navigator under Analytical Tools. Right click an option in TWS and open a new "What if" click the position and enter 1, then you have what you want. for a spread, do the next option then right click "what if" and add it.

When you have a TOS platform running on your computer it is very easy to use TOS data in an EXCEL spreadsheet simply enter in a cell "=TOS|ASK!'.RUT110527C820' to get the ask price of the RUT 820 may Call or any other put or call. You can even get the delta by entering...

I am in more than just this Condor. I don't like weeklies and I don't see the advantage of trading NDX plus RUT, is highly correlated I think. Question is how big is the cash reserve to avoid a wipe-out. Also I have very OTM puts for protection, but thats another subject.

Howard, What is wrong with this trade ? days to expiration = 60 short distance = -11% , 12% sigma -1.4, +1.2 R/R ratio 14.9%

the 920/930 is a call spread of course.

sorry, a typo: the 920 is sold @ 1.10 , the 930 bought @ 0.70 it's an Iron Condor, two credit spreads.

Please share your thoughts on this: An IB account has 10.000 $ in cash. Strategy is to buy Iron Condors. This Iron Condor: buy 1 RUT put june 720 @ 5.60 sell 1 RUT put june 730 @ 6.50 sell 1 RUT put june 920 1.10 buy 1 RUT put june 930 @ 0.70 Details: date 18-april-2011, 60...

thank you for your response. As you suggested, it shows the margin requirement. But I am always surprised by the amount. I like to understand how it is computed so that I can answer questions like: What would the margin be in a week from now and what if the volatility goes up with 30%. Can...