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    Probability of early call option assignment before ex-dividend date

    In my understanding, it makes sense to execute in-the-money american call options early ahead of the dividend when the extrinsic option value (related to time, volatility, etc.) is smaller than the dividend amount. I wonder, how often is a call option assigned early in the above situation in...
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    CFDs: short position fees

    Thank you for your answer! I absolutely love IB (especially after TD Waterhouse)! Just one minor question: I understand you will disable shorting stock CFD if stock becomes unavailable for shorting. Is it correct?
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    CFDs: short position fees

    Yes. Thank you very much! I found the same on IB website ("An additional borrow charge is levied on short CFD Positions, determined for each stock individually based on market borrow rates.") However, does it mean that I should always consult the stock borrowing availability whenever I sell a...
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    CFDs: short position fees

    I have no experience with stock CFDs and wonder how short CFD positions compare to short stock positions? Is it correct that I don't pay any stock borrowing fees with CFDs? Is it correct that the probability of a forced buy-in is much lower for a short CFD position as compared to short stock...
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    Stock borrowing rebate rate in IB

    I see two different rates in SLB tool of IB: the borrowing rate and the rebate rate. E.g., 10 for the borrowing rate and the negative -9.87 for the rebate. Do I understand it correctly that whenever I short a stock I am paying the annual rebate rate (9.87 in the above example ) and it...
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    IB API: High latency of reqContractDetails() call for option chains

    I'd don't think I am. :) I understand that reqContractDetails() for one option (i.e., for specific strike/expiry/right tuple) will probably be faster (though technically I see no reason why - delay is between the RQ and the 1st, not last, response). However, this is not what I aim to do. I...
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    IB API: High latency of reqContractDetails() call for option chains

    Hello guys! I am pulling a stock option chain by calling reqContractDetails() for an option contract with no strike and expiry specified. I works fine and the available contracts for different strikes and expiry dates are returned in a row of contractDetails() callbacks. However, the delay...
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    Forced buy-in of a short position

    Thank you for your help! Hope my experience will be just as positive :) I'm currently in Toronto. How about you?
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    Forced buy-in of a short position

    Hello everyone :), I have recently been forced to buy-in a short position because the broker (Interactive Brokers) couldn't borrow the shares before the short sale settlement (T+3). From IB's explanation on their website (http://ibkb.interactivebrokers.com/article/845) follows that a short...
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