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could someone please confirm the margin for a June 2.0 short straddle in GBP... I've been messing around with all of this stuff in TWS simulated trading, but the margins are all wrong... this is what I'm getting from the proper TWS...

Nice one DB!

thanks for that... a little bit of confusion still left though... say I'm long GBP from 1.9900, and I sell two calls at 2.000, am i synthetically short the straddle at 1.9950?

Say I'm long 1 GBP/USD future, how do I adjust and create a synthetic straddle? Secondly, if an iron fly has exactly the same risk profile as a regular long fly, why would you pay a debit for the long fly rather than receive a credit for the other? And lastly, could someone clarify the...

How does one initiate intermarket spreads in TWS' spread-trader? great to see you start this journal by the way...

I wonder what happened over at the trade2win forums that you have to take your retarded meanderings on options over here?