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25,000 puts bought too. $2M in calls, $300k in puts.

Is there a source which reports up-to-date carrying costs for various commodities? Thanks!

I was just interpreting from their web site, so I'd take the word of CME over me any day. :-)

I believe it expires today at 2pm central time. It should show up tomorrow. LTD for the futures contract is 12/18.

I have the puts at the midpoint. At the time, bid was 1.05, ask 1.15. Given the OI on the puts was only 21k, it's unlikely 32k could be an STC. :-)

It depends on how much you're trying to shave off the bid/ask. If you're going for "better" than midpoint, you may be in for a long wait. If you're going for worse, you may get filled quickly. Don't crosspost.

What an annoying color scheme.

This is options 101 stuff. Of course the higher strike calls are cheaper (but have a further away break-even point). There are many recommended books on options trading--poke around at the book review section here on ET. This is one of the classics...

$2.40 for bundled pricing (i.e. all inclusive). On TS, you pay exchange fees separately. You can elect a pricing structure on IB which separates out exchange fees as well, in which case they're $2.36. http://www.interactivebrokers.com/en/accounts/fees/futuresPricing2.php?ib_entity=llc In...

I don't think so: Options- TS: $1/contract IB: $.75/contract Stock- TS: $.006/share IB: $.005/share ES futures- TS: $2.36/contract IB: $2.36/contract ES futures options- TS: $5/contract IB: $1.65/contract Pit traded ags- TS: $6.99/contract IB: $6/contract Where is...

I find it odd that with all the IB employees around here (and presumably on the IB discussion forums), there has been no announcement or response from the company itself either here or on their own forums. I've heard everything from "No odd lots ANYWHERE, effective immediately" to "No odd...

Sure, all I'm saying is that it's not as useful to me. On my earnings strategy, I lose 71% of the time, or make 4x my average loss 29% of the time. My standard deviation is pretty big just by the nature of the strategy. That doesn't mean I'd ditch it because it has a low Sharpe ratio...

Just to throw in my two cents. I measure each of the 3 strategies I trade separately and watch how they trend over time. (I want to see quickly when a strategy stops working) I measure my combo positions as a single trade (so, let's say I was doing gamma scalping, the starting...

QZA series options (the May expiration ones) are for 95 shares of AMD and $19.24 cash. This is due to the ATYT merger.

That one I can answer... You absolutely must place limit orders or else get really lousy fills. Even with wide limits, sometimes you'll get incredible fills, other times really bad. Avoid lumber. Wheat is okay as long as you're near the money--the further away strikes are very difficult to...

Can this be right? I'd happily take 600k shares at $1 if I were willing to buy 1 share at $600k. You must mean sell.

Wouldn't this be a one-way chart? +FUT1-FUT2 would not produce the inverse chart of +FUT2-FUT1. To do what you're asking, the data feed would have to record every bid & ask change which I've not seen available. Are spreads really that bad on the futures you're trading? In any case, I'm...

Maybe russell 2000 would fit the bill? I've been trading them lately. The spreads aren't super, but the index is much more reasonable than ES (IMHO). I wish S&P 400 had options--EMD is often pretty relaxing to watch.

I'm pretty sure this isn't true, but I'm no expert on SPAN. An ES futures contract has ~$4000 in margin. An pretty deep OTM ES futures option can have margin as little as $500. (This based purely on empirical evidence of checking my IB margin requirements after selling an ES option).