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I'm not entirely sure what the benefit of this strategy is, but there are some interesting side effects to note with OEX: 1) It settles at the close of the day despite the fact the futures continue to trade for an extra 15 minutes. 2) It's cash settled, rather than underlying settled A...

HS is regulated by CFTC and US based, so presumably they've covered their bases. :-)

So, presumably BoM (betonmarkets.com) will be affected by the US government rescuing us from ourselves by banning online gambling. Is there a (SEC? CFTC?) sanctioned exotic trading venue? hedgestreet.com has binaries, but that's it.

For whatever it's worth, IB claims they fixed this problem on 9/12/06. Here was the original "feature request", which was followed with a "fixed" message from IB. "Calculate margin requirements for Broken Wing Butterflies based on the actual risk, not as two trades (debit spread + credit...

https://cpm.theocc.com/ This makes it sound like CPM is still a pilot program. It'd be great to have equity option margining closer to SPAN.

Charging margin on reversals for european options is pretty annoying. For American, though, it only makes sense. Their formula seems pretty reasonable. ToS does not charge you margin on an American reversal?

ThinkorSwim will pay for your DSL connection?

ZW Dec 06, ECBOT is what I ran all day. When wheat went crazy, it seemed to keep up very nicely. That being said, I have seen other situations where a single ticker just freezes. A few weeks ago, ER2 froze. I had to quit TWS and restart, and it worked fine.

Pabst is a bond guy. An enthusiastic rally in bonds should worry the equity guys. Bonds have rallied VERY enthusiastically in the last few weeks, including today.

Hand-drawn Trendlines. That's it.

Well, I called that one wrong. The spread chart Dec/May came ROARING back. Battle-IB's data worked great for me all day.

I'm not sure what you mean? The market should have priced the dividend into the value of the puts thus making them appear massively expensive, IV-wise. Or did I misunderstand the question?

Yeah you are. :-) At least you're not long sugar like I was in mid-Aug. Ouch.

I'm somewhat bullish wheat here but perhaps for only 10 or 15 cents. My concern is the Dec/May spread has pulled back hard in the last few days. This could mean demand is being pushed back into the next crop.

Holy cow! A person who does actual RESEARCH and reports back! If there were more like you here on ET, we'd live in a much better world. :-) (Or maybe that should be, if we lived in a better world, there'd be more like you here on ET)

This I did not know. A friend of mine has some stock he's kept for years as an unrealized gain (he doesn't elect mark-to-market). He writes calls against it and generally keeps the profit on expiration without affecting the tax status of the underlying. At the same time, he'll generally just buy...

I think you're mixing a couple of issues. The IRS doesn't tax opportunity costs. :-) If it did, people could deduct every bad business decision they made. Think of it this way. To buy the married put as Investorsources described, you will have to pay $7490 + 2730. That money is gone, you own...

You've got to be one of the most defensive people I've seen post on ET. Several people calmly point out a mistake in your reasoning, and rather than admit your mistake and readjust your scenario to take it into account, you call them names and imply they're not "real men". What would a phone...

You're pretty aggressive for someone whose plainly wrong. You made the simple statement that there is no put/call price parity. You said a $6.60 call was a worse deal to buy then buying the stock and a put. I'm merely showing you where your math went wrong. And yes, B-S takes into account...

Quote from Investorsources: To be honest with you, im not up on my greeks as much as you and some on here. I try not to get too complicated with them because all it does is confuse the issue. Ouch, and sadly a greek could have saved your argument: rho. 1) you buy the Jan 08 100 call at...