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Not bad if you have more than $25k in your account.

Is this a serious question? The -0.42 is today's change in MARA, the underlying. 3.9x5.0 is the bid/offer on your 10-lot fly, because for some reason, you chose to set up your structure as buying 1-lot of a 10x20x10 fly, instead of buying 10-lots of a 1x2x1 fly, like most people would do. If you...

This had to do with Indian options, not anything relating to SPX.

so not an index option........got it. In that case, the commissions+fees you report are plausible. It could be < $0.65/contract if your order received a liquidity rebate from the exchange.

Index option or Equity option? If you got an exchange rebate on equity option, that seems plausible. I don't think you could have traded 20 index options for that low of a commission. You're looking at something around 1.25/contract all in with non-commission fees.

Hey guru - I assume that the combos you are putting in your watchlist are not covered by the predefined option strategies you can choose from when selecting combos in IB TWS (I am using Mosaic). Are you manually entering each of your combos into a watchlist using "Generic Combo" or did you...

That's impressive. I'm sure there are plenty of folks who would love to see what it is you're doing.

It's quite possible that you have developed a fantastic system/approach to extract some edge from the options market. I have seen wonderful holy-grail trades in action before, and it's quite amazing to see. You might need to reset your expectations about what this might be worth to someone else...

Suppose you own SPY and are trying to come up with a forward sales price that you want to lock in so that you generate the risk free rate between today and the forward sales date. What lending income will you build in to your forward price? I can tell you that the lending income I would build...

What exactly is the concept of a "borrow cost" when the underlying is a non-tradeable index? I do not know any serious traders who treat SPX and SPY options as equivalent. American options on a tradeable underlying that pays dividends are very different than European options on a non-tradeable...

I don't know man, this is the March'22 SPX implied forward for a range of strikes. It's tight enough for me not to worry about whether or not the market is using a dynamic dividend assumption.

This is not an arb, unless you can lock in a fixed-price borrow on TECS from the Jan to June expiration.

yes, I pull implied dividends from the SPX chains every day. It is not difficult. I agree - off-the-shelf software may make it seem like a trade like this is a slam-dunk profit opportunity, and it would be great if it provided a better projection. But this is off-the-shelf software that is free...

really throwing the kitchen sink at this one aren't you? Pretty sure the forward for SPX is going to be priced based on interest rates and expected dividends.

Lol, you just discovered that SPX forwards correctly price for anticipated dividends. How exactly do you expect the June 2023 $600 call to be priced on the Sept 2021 expiration date?