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What is your horizon?? You must match it to the underlying. (Look at their option chain from expiry to expiry: look for discontinuities. If, by going from weekX to weekX+1, you are not getting at least your current portfolio-wide ROIC, consider looking elsewhere. (Or, at least *rank* them, and...

Absolutely no help to you. Posting merely out of solidarity with a fellow-sufferer. Your post could've been mine. Win7Pro; 952.3b; TWS user for decade+.

https://interactivebrokers.webex.com/ec3100/eventcenter/recording/recordAction.do?theAction=poprecord&siteurl=interactivebrokers&entappname=url3100&internalRecordTicket=4832534b0000000237f78db930ec2b7a4a2a6762cde516687a35d44b74495373dd714c12b7510ad4&renewticket=0&isurlact=true&format=short&rnd=80...

If you have no time for homework, then (my advice) group by S&P sector or volume as %float or bid/ask spread as %mktprice If you can do a bit of homework, then do a bit of technical work, and group by new highs or new lows or recent (30-day) turns from downhill 6-month skids or recent...

Depends entirely on the 100 long positions -- are they related? Correlated? Correlated positive? Negative? Are there mirror hedges? Inverses? Are there broad-market index-followers? What have the respective markets done? The best answer to your question, on any given day, at any given hour...

Specifically, I lean on "Buy-to-open" price of -40¢ each on average. You have to remember that you're looking at 4 options, so at 1.3¢/option, you have +5¢ as an exit cost -- that impacts your choice to hold-to-expiration, roll up or roll out, etc. (One simple little trick, as things get close...

"S.O.H." -- Sitting On Hands -- is tough when you feel like you're not *working* unless you're *working*...... FWIW, when you can write right after a move, do so. When you write, keep the duration short (1-2 weeks). When you feel like you see sufficient premium to write further, try to take...

Here is a fair representation of stuff I do in OpenOffice, from SPX option data off-loaded (as .csv) from an IB TWS QuoteMonitor page. Given the limitations of OpenOffice (and probably, of Excel), it takes a bit of shucking&jiving to get here, but in comparison, the actual mathematics are...

I do this on each "snapshot" of SPX I gather from IB (.csv by 3 mouse clicks). I happen to do 8 total, to assess market anamolies; the four shown include bid/ask spreads.

Verrrrrrry interesting.......{thinking thinking thinking....} I have ~100 or less in underlying, but lots of SPX option strikes/spreads on 3-4 pages (lots == 200-300 lines, total??) and then 2 QuoteMonitor pages of 420 lines each -- So, roughly 100+250+420= easily 800 data lines. BUT!! I have...

Okay. It's Friday. I've already had a beer. Surprisingly long week...... so perhaps forgive this question, But..... Did you just ask a question on ET about how to ask a question on ET? Beer is good. Sub10 VIX SUCKS.

FWIW, I generally use BookTrader when I'm trading something with a tight Bid/Ask. And when it goes more than a few ticks broad (5? 10?) I go with a QuoteMonitor set-up (also, single-click) where I can pause execution, spoof an inside order on the other side, etc. It's just personal psychology...

I wonder if it might be worth your while to go through BookTrader, having set up a single-click trade system, and just work a 1-lot back and forth for a few days, and get a feel for 1) different days -- like, "If Friday different?" 2) different times -- like, "Is the Bid a viable entry on the...

Whoa! Dude! Do yourself a favor and pursue a paper account ASAP, and do not put ANY live dollars on the line until you "totally get" xandman's reply. Keep reading, keep asking, but find a paper outlet before you lose bucks.

I too am using the 952.3b build. TWS has remained relatively stable for me, but when I have memory/pack issues, it is because I have runaway consumption in (Java-based) Firefox (running Java-based Adobe Flash Player for video/audio packed advertisements around free/online CNBC), AND am running 1...

It would be trivial to set up Excel logic to test elapsed time or price change (or volume traded, or specific time trigger (like 08:29:50 before a data announcement). It would be much more accessible, too, than within TWS. I would set up a column (assuming your data runs as rows) for each logic...

"Okay, Smart Guy!" (written in jest, just to be clear... but seriously, then,...) What would you propose? (Not to hijack the thread....) The question requires you to: "sell to open": recognize you now have a responsibility for the premium received "ABC @$40": determine strike, AND to recognize...

I am a whole lot more sympathetic, having ended up teaching 30-50 students at a shot, and having multiple classes' tests to grade..... and ending up having to write the test I thought *least* telling of student uptake: The Multiple Choice. My solution? The *partial*credit* Multiple choice...

I am trying *so* hard not to write..... "Buzzkill!"

IB is legally obligated to cover your market exposure. They try to route it back to us (better than most) via supposedly "real-time" margin checks. (They don't do a bad job, but still, .....) In the meantime, they recently (within the last year or two??) started a "Post-Expiry Margin" row in...