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I was just simulating vol change (either up or down) to see the behaviour. I think I understood this. Vol going down: Vol going up: What I noticed, though, is that 30 days IV_rank of GOOGL is only 43.4%. Doesn't sound too high for a position where the rational is to wait a decrease on vol.

yesterday, when you initiate this, the 1150 was roughly coinciding with -1 SD. was this the criteria for the 1150 or just happened to be ?

A bit on the side, do you consider open interest stats in your models ?

You're right. On put 270 delta is 14.73 and PITM is 14.4 Thanks for the explanation.

SPY currently at 280 Call 290 15/Aug shows a delta of 6.5 Having delta as a proxy of ITM probability, this means 6.5% of expiring ITM. How’s the chart showing 15.17% of having the price above 290 ? I'm not getting the relation between 6.5% and 15.17%.

but that one is a 2/3/1 as you already did often. was this what you wanted ?

The question was not for myself, personally, but more to know if this had constrained your approach, knowing that you started from a really low level (2K). I forgot that even accounts of 2K can be margined and, thus, skip the settlement. So you just had to be careful about PDT, at least until...

I'm still reading the thread but have a quick question regarding the beginning of this challenge: if you started with 2K I guess this was limiting you quite a lot at the start due to PDT and settlement delay ?

Anyone reminds of a good topic, here in ET, with a deep discussion about flies (debit) vs iron flies (credit) ? I just know the simplistic approach "go for flies when IV is low and iron flies wen IV is high".

Not sure how much delta was the position when you started it but right now is -99.3 I was wondering what's your rational of shorting another 30D knowing that price is already more than midway between max profit and BE. Sorry of this is a silly question. I read a lot of what you post but don't...

Check the daily / monthly reports. On the top you can see which IB is sending it.

I don't know the answer but I suspect the same way that EU customers were migrated from IB US to IB UK they would have to be migrated from IB UK to some IB Germany or so. And the situation would remain the same, preventing the ETFs from being negotiated.

I don't know if there are any independent tests over data feed data for retail. The only feedback I have on it is very limited. It is my own past experience. I never saw anything strange (for strange I mean spikes that didn't exist, wrong OHLC different from exchange, etc.). I'm not any longer...

Have a look into IQFeed. Free trial won't go much further in the past for tick and 5m data (I think it's only a week or so) but if you subscribe for a month you will get all and will be able to download and keep it if you have some compatible software. Cost depends, obviously, on what you want...

The last edition I can find is from 2012 and I couldn't even know if that 2012 edition is a revised one from the previous, dated of 2002, or just a republishing without revision. Assuming is a revides one, is this still reasonably updated after 6 years ?

Check out DeGiro. I think they don't have minimum and are affordable in commissions.

My question is because the temptation of higher risk bets close to the end. If one has 200K and another 180K, a 50% DD doesn't matter because it will end up, anyway, above 80K.

No other rule for DD other than keeping the account above 80K ?

Criticism is about what else IB could have done more if they really cared about customers (besides a vague email in December and wait that all people go and read the legislation and check all the situation, ETF by ETF). Wouldn't this be possible without a massive amount of work ? - create a db...

Me too. This is it: