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  1. S

    SPX Credit Spread Trader

    Thanks, THat's what I would have thought intuitively. But looking at the prices it looked like the spread was widening -- even on a % basis. However, it's a busy morning so I probably missed something...
  2. S

    Weekly SPX options and MiniSPX

    It's the first day and this is IB...:( I sent off an email to tech. I am sure they will adjust over the weekend or on Monday. As to the contract quotes, I didn't see a 1200 either. No idea as to the rest...
  3. S

    Weekly SPX options and MiniSPX

    http://www.cboe.com/micro/weeklys/W...logySummary.pdf
  4. S

    Weekly SPX options and MiniSPX

    1. Set Row to SPX 2. Select Options 3. Select Nov. 4. Select Smart(CBOE) doesn't matter I think. 5. Select the contract that begins with a "J" 6. Voila
  5. S

    SPX Credit Spread Trader

    Am I not reading this right or is the monthly decaying faster than the weekly?
  6. S

    Weekly SPX options and MiniSPX

    As individual quotes yes. As a chain no. Also, I can't find a quote for 1200 which seems kind of odd but maybe no one is offering it yet.
  7. S

    SPX Credit Spread Trader

    Looks like the same problem at IB. I emailed them as well. They don't show volume either...:(
  8. S

    SPX Credit Spread Trader

    Liquidity...
  9. S

    Weekly SPX options and MiniSPX

    Thanks IV, I had it already. It was more of an IB grouse than anything else.
  10. S

    Weekly SPX options and MiniSPX

    I think I found it. You have to look under SPX for the options. Then you have a choice of the weekly and the monthly. How you identify the weekly -- unless you knew the root would be less than obvious. Having said that it looks like a 2 pt spread on the 1185 and the midpoint is around 8 for...
  11. S

    Weekly SPX options and MiniSPX

    No I don't see weeklies. If you check the description of the contract I think is correct (XSP) the strikes are right but the time frame is not...
  12. S

    Option replication and exotics journal

    RiskArb, Any pointers on how you size your hedge(s). It looks like you hedge for roughly 50% of the potential loss from hedge initiation -- no idea what the delta of these things is or how it moves...
  13. S

    Weekly SPX options and MiniSPX

    Well, If I have the underlying right for IB I am very confused. First, you can't tell what week. Second, there don't seem to be an DEC contracts. Finally, looks like no volume. Anyone else trying to track these with IB?
  14. S

    SPX Credit Spread Trader

    No doubt everyone is getting their fills now. :)
  15. S

    Problem with IB feed today using IBCharts

    Pretty much what I figured...
  16. S

    Option replication and exotics journal

    jeez, what a mover [60.25]
  17. S

    futures tanking!!!

    Sidestepping Karl Rove & Scooter Libby potentially getting whacked in the AM...:p
  18. S

    Problem with IB feed today using IBCharts

    I am not actually sure. All my other IB charting apps seem to be grabbing the appropriate time. I figured it was a daylight savings problem and would go away -- I think it's this weekend. So, I just adjusted my mental clock by and hour with respect to IBCharts and got on with things. I know...
  19. S

    Problem with IB feed today using IBCharts

    It's been around for a few days.
  20. S

    My IBcharts nightmare....

    Agree on the fresh install of the operating system -- although it is a pain to have to reinstall the software to go with. I had to do this recently and all my problems went away. I have been running IBCharts for awhile now and I find it to be reasonably robust. It has a few bugs now and then...
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