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    spx margin

    No! The PM Margin is computed different from Reg-T (even for a single underlying). I forget the formula (which can vary broker to broker). I do NOT have PM accounts, as I do not want this "feature" (which can bite when the margin is dynamically re-assessed)!
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    spx margin

    I think the OP wishes to increase his leverage beyond Reg-T, which is possible with PM, but allows one to over-leverage. His reference to SPAN margin (via Futures accnt) suggests the increased leverage is what he would like.
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    spx margin

    Paraphrasing the question: Is it possible to play Russian roulette with all chambers loaded?
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    question on BSM model

    Strike: Agreed. No mystery there. Underlying: Depends: If you are dealing with an index, you may be better off deriving this from the chains if you desire accuracy. It would be wise to consider what precision will be adequate for your longer term goals. BSM formulas typically expect the...
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    Historical vs Implied spread

    Reran and posting plots: 14 days: https://i.imgur.com/EltctTb.png, https://i.imgur.com/rQaQO41.png 45 days: https://i.imgur.com/IgGNbn0.png, https://i.imgur.com/X9IwpFK.png 70 days: https://i.imgur.com/IuEvXL2.png, https://i.imgur.com/vwEtFiX.png
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    Historical vs Implied spread

    Below is repost of something I posted in another forum a few months ago that may be of interest: ------------------- I take a peak at comparing Implied Volatility to Realized Volatility. If these are "apples to apples" comparisons, one should be able to relate to success/failure of simple...
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    Historical prices for options?

    For capturing live data, you may use TOS (RTD). IMO: The cost of purchasing the data, is not the largest obstacle... Cleaning of the data, and size can make the cost a much smaller issue.
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    Historical vs Implied spread

    IMHO: Loosely speaking, IV is an option trader's best guess of Future Realized Historical Volatility. However, the word "loosely" should be a caution flag. To get a better understanding, the terms for HV and IV need to relate to the same information being sought. For example, for Implied...
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    Might Be in Trouble: What happens when a Naked Put Expires?

    Agree with El OchoCinco! The price does not match your description. The highest price I observe was 1.95 on 8/27/19. (I likely do not have all trade data, but this is a huge difference)
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    Might Be in Trouble: What happens when a Naked Put Expires?

    Yep, plus your brokers assignment fee. Why not close the position now?
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    Can I set a stop-loss on an option trade based on delta?

    For that particular case (buy back at -50 delta, why not place the order based on underlying >- Strike? That way you are not subject to broker producing unreliable Greeks! However, placing a market order on an option is generally not best idea as you may get trip to cleaners. I do not have...
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    What is the edge in your trade?

    IMHO: Even if you camp only with "slower" campers, there is still no guarantee the bear won't eat you first! It only makes sense (having an edge) if you don't think about it very much! The deeper you analyze, the more distant the attractive solution becomes. <Sorry for not being very helpful>...
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    How do you know when successfully backtested strategy will succeed in real trading?

    IMO: It is wise to think about your expectations and insure any confidence you build in your strategy or backtest is appropriate. If your strategy is developed/refined by backtesting, you may be subjected to getting what you asked for instead of what you desired! A trading strategy/plan...
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    options volatility

  15. S

    options volatility

    Consider what your plan is for the butterfly trade! Do you plan to manage it? What is your goal. Ignoring everything else, a long butterfly is a negative Vega trade, so purchasing it in periods of higher volatility is preferred if volatility is expected to collapse. You mention concern over...
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    TradeStation's free trades till 2020 promo

    About a year ago, TDA was receptive to negotiations on commissions. I do not know if they still are, but you seem to be between 1.50 to 2.00 per contract, which seems fairly steep. You may want to request $1.00 max (which I think may be very reasonable based on your trading). -- TDA is still...
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    margin

    Depends on what you mean by "margin". Reg-T margin is simple, and what I use. However, if you are using SPAN or Portfolio Margin, you must be aware of how they are dynamic. Also, may be a function of how you plan to trade (wild man, or measured).
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    es options

    Can you post your complete image, to allow observation of your settings (like my post)?
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    es options

  20. S

    es options

    You have made "very wierd" settings to display your "wierd" diagram. Did you want to observe Today, and Expiration? (The typical knee-jerk view), if so you need to set to something like this: (Verify you have not modified your date settings (Upper right corner date for expiry , and lower date...
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