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Ok, polyglots, one last try: I buy a LEAPS put on the day it starts trading and hold it until it expires. I buy it ATM. Because of the nature of the underlying, the put slowly increases in value but at about half way to expiration, the underlying reverse splits, say 10 for 1, which curtails...

Ah,thanks for the translation. The figure now seems plausible but I am a little surprised it's so low. But I guess if 52% are up at the close then ...

Anyone else baffled here?

when is the best optimal time to sell/close a long LEAPS put that you bought ATM but is likely to slowly drift increasingly ITM over 18 to 28 months and be execucuted automatically -- or until the underlying reverse splits, which is more likely? Better?

Um, that would mean like 1 day in 5 years, no?

Curious about a stat for, say, SPY. What percentage of trading days opened up, and stayed up, without going red and closed up? Longer time frame the better.

Ok, when is the optimal time to sell a put that goes from ATM and slowly drifts down every 18 to 36 months to when the underlying reverse splits and the cycle repeats?

Thanks all. Last question: Is automatic exercise any different or are there any caveats for LEAPS ITM puts rather than calls. Would I need extra cash in the account?

Any cheap brokers for 100 long EQUITY LEAPS that wont screw me too much on the spread and will charge me less than .50 a contract commission and will automatically assign if ITM at expiration (and not charge a fee). 75% margin would be nice, too. (Not interested in RH or WB, btw.)

Will check that out. Didn't see it when I checked. I missed it, I guess. Any volume?

Sure I could spread the long and short bond futures, 10s/30s over 2s, but I wonder is there a single product either a future or ETF or whatever that just tracks the spread, positively or negatively?

Is there a formula when using SPAN on, say, long ZB, short ATM call, and long OTM put? Or is it the same as PM? And anywhere I can locate this in IB's TWS?

I'd like to download my TWS portfolio page, or any other page, for that matter, into Excel with live data. I'm not a coder. Is there a really simple plug-and-play way to do this or a service?

Interesting. Thanks.

But what if you mix an index option with a SN. For example, close a losing SPX option and replace the position with 1000 SPY?

Damn, I should have known this. Thanks. (Just for the jollies Now I'm wondering what about replacing the short SPX with 1000 short SPY.)

Ok, it's illegal? Even with selling a slightly different strike and/or expiration?

Get a tax loss, and the opportunity to reenter the trade.

Ok, I have a short naked June SPX call with a 2k loss, currently. Now, I'm comfortable holding for four more weeks to see if the loss shrinks with time. But can I do this instead? Buy the call back, book the loss and then sell it again, or sell it again in a different account, or sell it again...

Thanks for this. I had heard about the humidity, and how generally PC is not bad, overall, for Latin or Central America -- but it's not that great if you have lived in Europe or other places. We're former New Yorkers who have also lived in briefly in Paris and Lisbon and for four years in...