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Second one. Check out the "books" section on this site. Websites...You've come to the right place.:cool:

If the price of corresponding call is less than the cost of carry on the stock then the put will be assigned. As you get closer to expiry and deeper ITM the risk increases.

The actual expiration is on Saturday, but the last trading day is Friday. You're not in the clear until Monday, that's when you will find out whether you were assigned or not. The closing price and the $0.25 are only used to determine the automatic exercise threshold, they don't really...

It is still a Prophet.net chart. Optionsxpress offers that.

That's Prophet.net.

That's my point.:cool:

The fees are a fixed %, but the two don't have to follow each other exactly. So the difference is not always fixed.

Go here: CME Magazine and click on December 2005 issue. There's an interview with some of the Optiver's folks, starting on page 30.

Err, sorry, no, they don't but they offer real-time greeks within their platforms.

It's not as clear cut as that, but if one wants to trade volatility then he/she should be aware of the various pitfalls, i.e. pricing specifics.

Futures don't fall under PDT so options on futures shouldn't either. I don't know for sure though, but it seems pretty logical.

Yes.

VIX options are priced off futures/variance swap not the spot VIX so the location of the spot VIX has little to do with Aug options.

SPY is an index-tracking ETF, but that doesn't mean it will track it perfectly 100% of the time. XSP is exactly 1/10th of SPX. Also don't forget the management fee in SPY.

Thinkorswim, Optionsxpress among others. To connect real-time data feed to excel you need a platform that offers DDL link.

I don't do backtest, can't really backtest my strategy. I'm still assessing the impact on the winning % and trade profit. The good point though is that I'm psychologically more relaxed.

Hi, I would like to get an idea of what is the difference in margin between selling an iron condor on SPX (index options) and the equivalent iron condor on options on S&P 500 futures. I mean, I know the difference on naked shorts is huge, but what about limited risk strategies? TIA

It works for me. I used to set stop losses, but found that every time I got out the position reversed and went back my way, so now I just size the position so that my max loss does not exceed my paramters and I can just sit tight and let the trade unfold. I do use stops to protect profits though.

SLV tracks spot minus management fees. Obviously it won't track perfectly every second. Just like SPY doesn't track perfectly the SPX. SLV.....The objective of the investment is to reflect the price of silver owned by the trust less the trust's expenses and liabilities. The fund is intended...

With this sort of attitude and knowledge you might as well just burn the money you intend to trade with. At least that way you'll stay warm.