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Cool. So, the gist of my question is locating the specific beginning of the curve for ATM...if I sell puts there, they're at the point where they'll begin to decay faster.

I was always under the impression that theta accelerated closer to expiration?

I want to sell volatility in a relatively conservative way and don't mind ultimately holding the underlying SPY. I just noticed that obviously premium doesn't scale with time in a linear fashion; what is this curve called, and where can I observe where it is steepest, and thus would profit most...

dang. Wish this information didn't require so much digging!

Actually, quite simple ;)

I was short, selling a straddle. The EW1 NOV18 2720 Call Fut Option. Long or short, wouldn't I still have been assigned a position if at 4PM it was over 2720? Nothing happened and the long I got Friday afternoon cost me a couple points on today's open. Looking at my brokerage app IB TWS at...

I like to do spreads on ES options expiring today. If it's volatile in the right direction, close out. If it's volatile in the wrong way, close the short side and pray for a swing back.

Am I seeing the wrong numbers? I bought a long at 4:45 thinking it would flatten me out once assigned.

Yes, I know it settles at the 4pm price which is how I knew I'd be assigned the 2720 Call, i just noticed at 4:14PM which is when I did the trade and forgot that there was still trading afterwards. I was able to close my previous fat finger trade at 2723 and reverse so I am now long 1 ES. By...

Because the broker is thinking about the other case; what if it expires in the money by 4PM and you don't have the cash to cover it, and then the stock gaps over the weekend, putting you in debt you can't pay and them at a loss?

Since I'm about to be assigned a short ES, I should reverse to go long 1 contract after settlement, right? Cant' see from the CME page when it's actually assigned, but I want to end flat. Was just confused before because I wasn't seeing any bid/asks on IB TWS

Wasn't watching and I didn't close out a short call that landed (barely) ITM and I shorted instead of buying an ES at 4:14. Do I just have to pray it doesn't gap up?

For those not in the know, gut strangles are where both options are in the money. I suppose the Greeks are different for such an arrangement and it requires extra margin.

Yes please mister fordewind tell us more about the hard boner you look for

Interesting, so API isn't a generalized format that API softwares can all work with? Does each site/platform have its own languages? I'd be looking at GDAX/Coinbase API. https://docs.pro.coinbase.com/#introduction What needs could not be met? What needs should I consider?

Hello, I have mild to moderate Java experience, looked at a few Python lessons before, but not unfamiliar with coding or how to pick it up. But, I'm looking for general knowledge about API trading. If there's a good site or tutorial you can link, that'd be great. But as far as basics go: You...

Now, is that advantage OVER the retailers or AGAINST the retailers? The way I see it, it's all against the market. Institutions are often portrayed as adversarial.

I think the colloquial thought is that institutions have advantages against retail traders, but wouldn't any exploitable pattern be quickly arbitrated away by their own actions? I suppose there could be a significant advantage in discovering the patterns before anybody else does. But competing...

The CBOE will get right on it!

I consider the same question when holding, cutting losses, or taking profits: Would I buy/sell here even if my position was different? Holding past "obvious" sell points doesn't make sense just because I'm profitable. If I were to hold it's because I don't consider it a sell point.