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Hello, is there any possibility or strategy to profit just from a steepening skew? So that neither theta nor gamma/delta plays a role and you can capitalize just on the behavior of the skew (e.g. SPY, SPY skew). Thanks

Hello, I have a question about the IB account statment. Under the cash report there is "cash settling MTM" listed. What does that mean? At IB's website I found the following: "Cash Settling MTM shows mark-to-market gains and losses for Futures and CFDs, as well as Options that settle...

@Bishop O.k. I'll have a look at the documents. regards

@FSU Thanks for your reply! Now the weeklies have good b/a spreads. I wonder what the b/a spreads will look like when the regular options trade electronically.

Thanks a lot for this good informations!! Do you know when SPX options start trading at C2 exchange?

Thanks for your help! So for SPX options routed over CBOE there is unbundled not possible. For Bund futures options it's possible to get unbundled.

Hi, thanks! So I have to choose SMART routing. With direct routing I won't get the cheaper commissions, right?

I know it's a math thing but I don't finde the numbers at IBs homepage :-( No overnight positions, just intraday.

Hello, I'm trading Bund options (OGBL) and using IB. It it better to use bundled or unbundled when I make ~500 rt/month? And trading options over IB you can use the SMART feature or direct routing. What's the best choice for the best fill? Thanks

@MTE Right, I'll do that!

Right and that's why I wonderd that CBOE doesn't allow it.

O.K, so it's not a IB issue but rather the exchange sets this rule.

Hi, and why is it at EUREX allowed or with Futures? Regards

Hello, recently I recognize that it's not possible to have a open order on both sides of the same option contract (CBOE). The TWS says: "You Cannot have open orders on both sides of the same US Option contract". What's the reason for this? Thanks

@jimbojim Thanks for your reply. I thought that perhaps the formula is only applicable for ratios of avg win to avg loss greater 1, cause all examples I found in the web were with rations >= 1. Thanks for the paper. The example in the paper is also with a ratio >1 :-)

Hello, I have a question about the Kelly formula and it's application. Kelly% = P - [(1-P)/Ratio] Now, if you have a trading system with the following measures: Ratio (average win to average loss) = 1:3 = 0.33 Probability of win = 95% Probability of a loss = 5% => Kelly% = 0.95 -...

@MTE Thanks for your answer. How long does it nomrally take till the "SET" can be calculated. So takes it on average about 5 minutes after market opens or longer/shorter?

Hello, the settlement value is calculated each friday with the opening prices of the 500 stocks (SET). Is there any realtime website where you can see all S&P500 stocks volumes in order to know if SET was calculated? Thanks

I'm looking for some informations how the exchanges manage orders in spreads or butterflies. For example let's take the CBOE and their options. Is an order in a butterfly linked with the orderbook of the three options and how do you get a fill and how does the CBOE system manage these trades...

Example: Actually the implied volatilities of the SPX options with strike 1000 are: June: 33.54% July: 33.26% Aug: 32.35% Sept: 31.63 Dec.: 30.74% Now market goes sharply down and all IVs rise. Can you somehow say to what level the term structure of these strike 1000 IV will adjust...