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Thanks for that. Read that article twice. They are selling naked calls. Not my game. This, one the other hand, is my game:

Thanks for that - just to be clear, are you saying that the margin set aside by IB for selling the put (maintenance margin) is about the same to go long the underlying? How does the early assignment notification work? let's take for example a counterparty choosing to assign me this Saturday...

I have started trading options a couple of month ago and am progressing at a decent pace. I enjoy selling naked puts on individual stocks far OTM as I would be happy to own those shares at the strike price. Now I trade with a PM account with no free cash - I am fully invested in a balanced...

Or most likely he is his friend

And what is the algo that modifies the visible size as well, relative to what is available in the market?

thank you. Just trying it out on TWS - REL option orders are not transmitted to the exchanges pre-market. They hold them on their server until a price is established from what I see. This is a drawback I guess...

what if ask drops to 0.04?

Looking into REL just now - how do you set a floor in that case?

I am trading short dated illiquid options in size with visible limit orders with IB. The idea is to place a limit sell order at $0.1 per contract pre-open, and peg this order to the market ask all the way down to $0.05. I have no interest in selling the option below 0.05. Is Trailing Limit if...

Hi, I am hopping to compare the SPY IVOL to vix and wonder id you can prpvide more info on the ivol? Thanks

.By optimal I mean adequate in terms of risk reward. ..By NAV: net liquidation value ...Portfolio delta dllrs aggregate as calculated by TWS

Right...

My book holds equities and options in a portfolio margin account. Since margin maintenance is aggregated, I simply sell down assets that require a high margin relative to upside (as simple as that really). Not sure about commodities or futures neither.

I posted recently in the Options group asking for risk management resources. People rush for strategies/tutorial/mentoring on how to make money leaving risk provisioning on the side. A case in point is IB's xls DDE API pulling all kind of metrics but not the real time margin requirement. I...

Guys relax - You have sufficient time to manage your exposure. And the increase will be gradual over 25 days (35%/25 = 1.4% per day). If your ship is that tight, you have more serious issues to worry about and thank IB for doing the risk management for you.

Interesting - good stuff. Blackswaning (crash testing) a portfolio is equaly interesting in my view if you have $s to spend on further development i.e. phased assignment v.s. bulk assignment.

At the asset level I use a bunch of metrics to assess probability. A different story at portfolio level where cross-correlation plays an important role. Can you tell me more of what you do?

Thanks for that. To frame my question, it is assignment risk I am concerned about.

Lots of courses and material on options strategies but little on risk management. Can you please point me to resources (free, ideally) written by experienced traders on option portfolio risk management and monitoring metrics (beyond the asset-level greeks). Thanks

I am with IB and wonder how to stress test my portfolio. Is Risl Mavigator the best tool?