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Susquehanna 100% yes. Citadel, I think so. But they are automated market makers trading as broker dealers and members of the exchanges with direct feeds to market data and the matching engines where they can bulk quote, do not have to tag markets as open/close. -you have to cancel replace, tag...

Don’t you think it would be faster to contact Sterling trading Tech?

Correct. Each day look at your overnight BP and day trading BP. That is what you get that day.

It can never exceed what you had Tuesday morning. If you had DT BP of $200K that morning, and liquidate, you still have $200K until the next day, then $400K wednesday.

#1. You can, I would not worry about the process. Not your problem. #2. $0. You get back you BP Wednesday, BP is only set overnight. You can never have more than you had at the start of day,

WHy do you think you are changing the auction price? WIth your volume, I would say it is not material and you have no other option if that is when you want to enter/exit.

This is the format of a JBO based prop from where your money is first loss. You would not be an employee but a type of capital partners and get a K1. They generate revenues from marking up execution fees and charging for training. You sound like you are looking for a traditional prop firm model...

I will let others help you with IB. I do not use their software.

Unless there is a dividend stream that exceeds interest carry.

Your examples of Trade 1 and 2 require me to make assumptions. Are they the same month, what are the strikes, etc. I suggest you read more. https://www.lightspeed.com/trading-education-center/ I do not see a symbol on the TWS strategy builder, so I will assume XYZ where is option is for 100...

I can speak for TWS. I want to impress upon you that if you can’t quickly understand the risk/reward of a simple vertical call or put spread you might not be ready to trade them. The math is very simple. Also, to be conservative, assume max loss is correct but always assume you exit before max...

Interest and Dividend have an effect in the model of moving the current stock price to account for those flows and changing the delta to reflect the implied stock price.

Welcome to Elite Trader.

My advice would be to not hedge a long call with a long put.

I was much better at working reversals for customers not held. I would stand in a busy crowd, knowing what the customer wanted to do with their limits, and bid for calls. Puts were easy to sell as there were always bids. Then have the customer do the stock as I bought calls. It was fun and...

I hated learning fractions. I had to hand signal them and do the math quickly. Not my best quality. A typical order was XYZ, July 45, buy calls, sell puts 7/16 credit 100X-GO. I'd have less than a 30 seconds to get to the option post, find the strike, do the math and tell the specialist what I...

I do not, but market data is not hard to find, but I'm not sure about cost.

If you are looking for choices, I can tell you what professional managers do, but in the end, it is up to you to choose a process and stick to it. I have left out do nothing, and see where it lands. This works better with a portfolio. When the loss hits a certain level: Risk increases from 1...

BTW, I have nothing against option sellers, as long as they do it in a responsible manner. In fact, there is a CTA I have raised money for that is a net put seller. For those that understand the risk for a part of their savings, it might be a good fit.

Then you are giving the impression you are connected to tastytrade in some fashion.