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I should've made my question more clear. I would like to be able to have a list of tickers in excel and use VB to download into excel the open interest of the options underlying that ticker. I used to be able to do it thru Esignal using DDE. For instance, I would use IB's API to get all the...

Does anyone know a good source of option open intrest in equities? I tried to get it out of IB using their API but it is not one of the data fields available. Esignal has it but since OI is only published 1 time a day, I don't want to pay $200/mo for it. Any other suggestions? Thanks

IMHO - gray area. Buying an 70-85% delta call/put is not substantially identitcal to stock. The greek risk even at that delta level will hopefully get you off. Now Via.a via.b -that is another story.

Vtrader uses Sterling. It is a really nice platform kinda looks like REDI w/ extensive API functons and documentation. Furthermore, the support people are courteous.

Highly unlikely since they are totally diff instruments.

I agree with the signs of trouble except for the switching software part. Why would that signal a bad event. Firms switch due to technology shifts. What did they change to/.from?

I sigma away? 1 Bernanke sneeze and your short strikes are ITM.

Save yourself the aggravation of going to these "Free" courses. They are not free in the sense that once you give them your email and tel you will never be left alone. These teaser coarses are "roach motels" Once you go in, you can't come out w/o parting with some of your money. Most of the...

This is what I don't understand about self clearing. How can firms such as Genesis, Hold and Assent (before the Sungard merger) call themselves self clearing when they are not members of the NYSE? I always thought that self clearing involves being a member firm in the exch you trade in. For...

vguy, save yourself the aggravation of going to these "Free" courses. They are not free in the sense that once you give them your email and tel you will never be left alone. These teaser coarses are "roach motels" Once you go in, you can't come out w/o parting with some of your money. Most of...

I am not in any way trying to sound pompous. I've been struggling as a trader in any style let alone the NYSE trading. I am trying to solicit comments on how things have changed since I really need to get a better handle on this. I am wise enough and humble enough to recognize that if 10...

I agree with some of your points specially the optimizing of position size to be able to sleep. However, there might be better ways to hedge that for it does not make sense to hedge a limited risk position thru the use of potentially unlimited loss positions. You'd be better off buying wing puts...

Congrats if that happens to you.. In that situation, you definitely will be able to sell your put close to intrinsic. However , realistically if an event happens which causes such discontinuity, the emni mkt would probably be 1 -2 handles wide so the bid/offer of the put would be wide as well...

I do think if you have a bad downside exposure a vix hedge might be the only thing that would work. As i've said, if your position would suffer from a mkt meltdown , you'd be hard pressed to equlize your long deltas thru the emini futures bec there would be very thin bids to hit. But if you are...

Before the advent of 24 hour trading, markets use to close overnight. Gap risk means if you have an open position, your position can be subject to gaps so if something good/bad happens while markets are closed you won't be able to close or hedge . This means you are either very rich or very...

Steelhead, would you please clarify what you mean by candy canes? Furthermore, could you please give me an example of a certain stock that moved 1 way for years and now moves differently. I've been trying to fish for info from traders on other threads about Reg NMS and Hybrid and either...

Black swans by their nature are generally unhedgeable even in this 24 hour trading environment. Think about this for a minute- you are short gamma and an exogenous event happens at 10PM EST. What do you think the emini book is going to look like. I can tell you that there would probably be 1 lot...

Vtrader is a firm based in SF. They clear thru Merrill and a trader can trade indexes, stocks, options, futures.

hk, i guess out of the all ET NY scalpers , few if any are finding hybrid different .

Redman you raised good points. In 1997-99 I sat next to a guy in Atlanta flipping $2 stocks making 1/8, then 1/16. At that time there were no ECN rebates and he was prob paying 1.5 cents/ During the 1/8's if he makes min tick move he makes $95 on a 1000 lot, when 1/16 he made $47.5. Now, if he...