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1) According to the IB tool: Quantity Available 9'900'000 shares (And historical shows > 10 million for most of the day) 2) I had notice all day yesterday. I just wasn't going to do anything about it until they actually forced my buy-in.

Hmm, would this really make me annoying in their eyes...? TWS is still allowing me to short, and the tool still shows shares available... is there actually manual labor involved in finding my 300 shares? I assumed it'd just all be automated. This is actually the hedging leg of a combo...

Hi there, I have a short position on MWJ. According to the IB borrow tool, they have tens of millions of shares available to borrow. 3 days after the borrow, they notify me they can't actually locate the shares... and forced a buy-in before the open this morning. Well... I just...

Thanks for the clarification. Wish CBOE would just say that on their site, instead of the incredibly involved legalesse about special quotations.

Hi, Yes, I believe futures vix should basically converge to cash vix... but this is only approximation. On expiration day, they do a single sample of option prices at the open to generate the final vix future price (special opening quotation). This should basically be spot vix, but might...

Hi, I asked some of the same questions just a few days ago: http://www.elitetrader.com/vb/showthread.php?s=&threadid=164424

Does anyone have any "war stories" about the agricultural futures that they want to share? How much can the future gap up or down after a weekend, for example? With (high beta) US equities, for example, I'd say a typical gap might be +/-3%... and during volatile periods, could be as high...

Hi, I'm wondering if anyone would be able to share some general advice for 24/5 automated trading (electronic futures). I need to trade 24/5 because I'm hedging my position dynamically all the time, and ANY down-time at all is potentially risky (if the market moves significantly). I'm...

Great, thanks. Jun options are exercised into July futures (end of May). July options are exercised into July futures (end of June). August options are exercised into September futures (end of July). September options are exercised into September futures (end of August). Does that...

I think it's important to understand that the BS model isn't always relevant... ... the most basic concept in the BS model leads us to conclude IV -> determines option pricing. So whatever effect happens on option pricing, we're tempted to try to figure out what "caused it" from an IV point...

The IV on the puts are 500%+. The IV on the calls are 100%+. This reflects how hard it is to borrow. Those bearish on GM stock are instead heavily buying puts... this is also why the price of puts are staying "up" even as GM underlying climbs.

Thanks... can I ask where in IB you found this info? Somewhere in the product listing? I haven't been able to get to "contract details" for the options within TWS.

Hi, I'm trying to make sense of expiration dates on wheat futures + options. I'm looking at the CBOT contracts. - July wheat futures stops trading July 14th. Simple enough. - Here's where I'm confused: July wheat options... "For standard option contracts: The last Friday preceding the...

Hi, Can someone give me a quick summary (or a link to one) of what the exchanges will be doing on/around Memorial Day? Futures/options/indexes/equities... what exchanges are closed Monday, or closing early Friday?

OptionSeeker, I actually don't compare IV versus historical low/high... I use two sites to scan for high IV options in general, which I then filter using my own metrics: - ivolatility.com. Their SDK is useful for feeding live IV numbers right into my spreadsheet. - poweropt.com...

I have short call/put positions on about 60 front-month US stocks right now, all with IV over 80%... but *none* of the ones that you mentioned, and for good reason. I already have US equities covered, was really looking for other instruments.

Appreciate the notes. FWIW, I'm not blindly selling naked options as insurance... note, that's why I'm looking for ATM options. I have an automated trading strategy that delta hedges "real" (I hope) time. The grain futures + options look like they're worth studying for me. I'll have to see...

US equities, of course, often can have IV over 100%. And it looks like VIX futures options also has a pretty high IV (~80%, calculated from the future). Anything else? I've looked at treasury future options... and if I'm understanding them correctly, the IV is extremely low (in the...

I thought I'd share what I'm going to be doing with VIX... it's a variant of what I'm already doing with equities. I think the IV premium in the VIX options are rich. Probably not too surprising, since there are probably a lot of institutional/retail buyers who are buying insurance with...

Very, very helpful. You're right, VM is really far less liquid, and makes it difficult for my autotrader to function correctly... But I guess I could always have it take bars/prices from VX, and just place orders on VM...? I'm sure the two are always arb'ed together anyways.