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That would generate less commissions, as you can't trade as much. This is typical with a full service retail broker.

And, we offer exchange SPAN margin for IRA accounts when you use a self-directed IRA company like Midland IRA. That is the way my account is set up and I have allocated toward naked options sellers.

Simple, they don't want overnight risk. We introduce to Wedbush. We use the exchange margin.

Why the reliance on to TOS? We do offer accounts in the UK, would you like to take a look?

Not if done randomly. You are just assuming the market is mis-pricing options every week?

And shorting a future does not require a locate or have buy-ins.

The CBOE is just 1 of 5 COBs. WEX, a professional expensive trading platform, offers a view of all 5. It provides the ability to filter out what you don’t want to see. I don’t expect they record data for you to analyze. It is the only platform i’m aware of that provides this live to customers...

What type of information are you looking for? Time and sales or bids and offers placed? I have never seen that data made available anywhere.

Well said.

From Silexx. I don;t see anything odd except Silexx is sing a different int and Div than MM as the puts Ivol are lower than the calls.

Future’s contract? How long has that been out?

I appreciate that, but I was just kidding . although this is completely within my wheelhouse as I was options market maker for 25 years , sle is more analytical than me. The fact is that his software could be off or there can be wide markets with a small offer in the 3rd week. We need to see...

Ouch.

Where are you viewing this? Do you have a screen shot from live market hours?

Do you trade US listed stocks?

The problem with thinly traded stocks is that automated traders can see the constant source of orders looking to match the Vwap and game the order flow. Harder to see with active stocks.

It is very good for large stocks orders you wanted filled over one day or one set period of time.

Easy to do with large orders than 1 lots. Easier to do in a portfolio margin account than Reg-T. You have to have a plan for delta hedging or not to. I do not recommend this.

He says he is new to trading, and this strategy is a little too hard for a new trader, but he says he wants to do a buy write delta neutral, vs one up, but instead of buying the stock, synthetically buy the stock. This can be less margin and reduce cash out lay. An example, if I read it right...

Yes, Synthetic Underlying=Long Call + Short Put