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Look at these vineyards! You need a muzzle for your dog. He's not right in the head.

Do it yourself. If 240 contracts a penny or two above the offer moves it a nickel then so be it. The guy is risking a fill on 240 to move the thing a nickel or two. Anyway, I was comparing a FINRA broker to FTP bullshit... and you still got your FTP monies.

Well FTP wasn't FINRA or SEC reg. I assume you got an ACH last week for FTP. Comparing the two is a bit absurd. Honestly, the only issue is getting flat. If not then just try to relax.

No it's not missing money. Yes, you can't trade-out, so if you need to do so I would print out Friday's statement and call the trade-desk and tell them to grab a copy of Friday's run.

Oh shit, IB can't do magic? When you compose yourself... do you really believe that IB won't fix the issue? You're telling us that your IB statement shows a negative balance as well?

hahahaha, omg that was funny. God hates TX.

No, they were NOT grapes. LOL. You're serious? You're joking. You can't possibly be this dumb. By all historical accounts they were berries growing from shrubs. lol this is your proof? You took Vinland as a literal anglicized translation. The Norse-root Vin -> vinber; wine-berry. It's a large...

No genius, they were a breed of (blue)berries. And yes, they also grown all over equatorial Maine! omg I love it so.

You said I could have it. lol, re-start and check your account summary on the website login.

What's laughable is your belief that you have to create another IC to close out the existing trade. There is an IQ prereq to using TWS. Tough concept here... you buy (short gamma) the -5.63 and sell the -5.91 (long gamma). Obv I am using marketable orders to prove a point. How difficult is that?

It's trading from a spreadsheet. If you like the cluttered OE of ToS then by all means transfer back to ToS.

omfg. The risk/delta can be (loosely) defined by the prob on the 445P. I am not going to go into it further. Obv the calls went off and were assigned and exercised. I chose to relate the hedge ratio to that of the put probability/dirty delta (and the digital), as they were equivalent.

Three problems with the above gibberish, as I see it... firstly, you're a moron (angry ol' atticus again). Secondly, the thing was $3.50 (nearly one percent) OTM (risk as valued in the 45P) in the final moments of LTD of the expiring contract. NOT remotely a pick-em scenario, 50/50 proposition...

The call vert had a greater than 90% prob. of achieving max value, based upon the price of a digital put option struck at 445. The problem with using the digital is that the AH realized vola is much lower than during the day session, especially on a Friday. The valuation of the digital...

The digital was ~90/100 at exp so I would've let it go into expiry, but it wasn't a slam dunk decision. You're welcome.

Nobody is going to give you strike-value prior to expiration. All MMers engage in discount "arbitrage" into expiration. This facilitation comes at a cost, in this case, 0.45. The experience will help to mitigate your EV going forward.

You are an idiot. He mentioned the iron; in which the expiration risk would have been in the 445P of the bull put apread.

No, I am referring to a 30 share short to get you neutral into exp. If you would not consider shares then you should cover. The iron is indentical. You are still naked short the five handles in the 445p in that scenario.

acrary lives in a $120k home in Lincoln NE. You trade LPOA of $100K. Are you PRINTS going to consists of a trade blotter or your BS hindsight points printed to a chart after the close? Are you going to lie like you did on the Doaks thread?