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i need to protect some positions. if one could put in a limit order to sell short er2 or es futures at a set price; can this be guaranteed to actually work in a gap down event? if so, would a standard gtc order be the best route? if anyone from ib or someone with experience trying to do this is...

in my case; i am referring to future options deriving from "er2". er2 is the futures product version of rut. future options have allowed me to trade using much lower margin; thus allowing me to better (imo) manage black swan events. it seems that most brokers do not offer future options...

my performance is running the same. i am not doing calls for many reasons, mainly because the return and is not there.

as far as leverage goes; i initiate all positions 100 points outside the market; and i use 15% of my funds. as i get better i obviously plan on reducing that figure. i have been within 25pts of my shorts (calls) in the past and my margin was quite manageable. i have very good discipline that...

yes, the margin is practically non existent using ib span. you also have to be aware of how much value an adverse move has on the greeks of the longs and shorts (ie:distance from long expiration,etc). sailing and dagnyt have good points on the use of diagonals; i am driven by initial credits...

for those who like ratio's, diagonals, and credit spreads.... my rut(actually er2) trading for the past 4 months has consisted of buying cheap front month puts 30 days out and selling the following month premium. i outweigh the longs to the shorts. every 30 days i close the shorts and buy more...

so well written coach.

i figured it out in ib. thanks

it would be interesting to get together with a few drinks and put a face to some names. any suggestions?

i should really know this....does anyone know where i can chart an option (ie: spx put 1410) from its' inception to current, just as one can chart the underlying? no paid sites please. if this can be done in ib(am not adept with modeler), just acknowledge and i will try. thanks

s2007s, you must be bored.... i bought sirius for howard. listening for 20 years. his show is sometimes intelligent, funny, and a turn on. all at different times. i think a lot of these guys are overpaid (athlete, owners, etc); but howard unquestionably has changed radio. if one studied the...

nice to see more of you all looking at rut or er2 (much better margin/risk management). i think coach is even studying that index.

i agree that adjusting down or up is not the brightest move, although it has worked for many years in my trading. i continue to search for a better way to "repair". when you close a bad trade; it must take some strong discipline to not open new positions immediately.

my question was not regarding m short 695's. i should not have added that. the question referred to a hypothetical spread that was put on 20-30 otm and then then market moved 16 or so points toward the short strike. what i was interested in knowing is; what would you do if this event...

rally, is the bulk of your trading ctm? do you hedge with any long options; or just exit a trade that you decide is not profitable? as i trade er2, if i was 20 or 30 point out with what was a fat gamma trade and the the market moves 16pts toward my short in one or two days; what course of...

i traded similarly this year to you; but with some differences. i would of course be interested in others who share these experiences. i traded er2 naked. 12% to 15% otm. i spent 5% to 10% of each months earnings buying debit spreads just above shorts and more recently long qqqq puts(which i am...

i promise, i did not consult anyone on "attacking (your spelling) der_commissar". i just do not like bullies and i perceive him as such.

so coach, at this point in time if you were to partial hedge a spx credit spread; you would buy spy puts over any other combo?

that's a first. sorry wrong thread. anyway, i agree with you, bluestreak.....

so coach, at this point in time if you were to partial hedge a spx credit spread; you would buy spy puts over any other combo?