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You will never know. You need a starting place. For the purpose of backtesting, I would do midpoint-$0.10 for a credit spread and wide markets. You should take a look at this service, https://cmlviz.com/

Minimum account size to trade CBOE bitcoin contracts is $10,000. Minimum account size to trade CME bitcoin contracts is $50,000. All accounts smaller than $1 million dollars will be double margined for CBOE bitcoin contracts. All accounts smaller than $5 million dollars will be double margined...

Firms that relay on PFOF don’t get paid when you route to the primary listed exchange for open and close orders

At what point was bitcoin in a bear market?

I find it interesting, that Peterffy does an interview with CNBC. In one comment he says he will not allow shorting because if Bitcoin spikes, there might be no reasonable place to buy in their customers. In the next sentence, he says Bitcoin is going to near zero in 4 years.

This is not a flat number. It changes everyday. I don't have access to short stock borrow fees. The rest of your question is over my head.

And Wedbush

That is Lightspeed Trader. You would have to pay the NYSE or NASDAQ exchange fee plus our commission.

I was an option Market Maker for 25 years, but my skills were not mathematical in nature. I used these values in a general form to make decisions. When option markets became electronic with multiple markets, I had to decide if the current NBBO was something I expected was hig. low or fair. The...

We do. Doesn't everyone?

I'm not an expert on the math and I find estimates work better for me. What I do is take the square root of the number of trading days in a year. Let's say 252. The square root of 252 is 15.87. That implies daily moves of around 1% for each 15.87 in Implied vol. If I see the ATM call/put...

It is my understanding that the counterparty risk is with the exchange. What the exchange requires from the client is the maintenance margin requirement posted "overnight". From the FCM, they require 8% of the client's overnight margin requirement. Ultimately, it is the creditworthiness of the...

By Jan 1 they will all be in.

I think he also said that they will charge $5/side.

VRO is the exercise-settlement value for VIX options http://www.cboe.com/products/vix-index-volatility/vix-options-and-futures/vix-options/vix-options-specs Settlement of Option Exercise: The exercise-settlement value for VIX options (Ticker: VRO) shall be a Special Opening Quotation (SOQ) of...

That would make more sense.

When you sell a stock short, your broker needs to borrow the security to make delivery to the buyer. If the stock is in house or easy to borrow, there might be no fee. Most clearing firms charge something each day the loan you that stock. the hard it is to borrow, the higher the fee. It changes...

Higher than they were 1 year ago.

BTW, it looks like the CFE will wave clearing fees for December. You will still have to pay the OCC fee.