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does this ratio make sense (theta / gamma) as a gauge of gamma risk??

just wonder what expiry would you sell for earnings strangle? would you sell the expiry closest to earnings date? or sell the expiries further back?

IB just announced the margin increase only affect S&P index futures and derivatives products!!!??? WTF!!!!! actually i checked with their CS before and they said the margin increase will affect ALL PRODUCTS worldwide. and the increase will just stay there AFTER the election. WTF!!! I've already...

IB is about to increase the margin requirement in the coming month. I just wonder are there some other brokers that offer better margin ratio than IB?

yes you're right. i miss that point. how about if the option is assigned before expiry?? can i just buy the shares after i receive the assignment notice?? i guess the earliest i can buy the shares is the next trading day after i receive the notice. i wonder will i be short of shares for delivery.

if i have a naked short call position, the option expires in the money and is assigned. i will have to deliver the underlying shares. since i don't own the shares, i will have to buy them in the market. my question is shall i just buy the shares on the same day the option expires in order to...

there is market maker providing reasonably tight bid/ask. liquidity shouldn't be a problem.

For example, SGX Nikkei index option. It is a futures option, European style, physical delivery. Upon exercise, it'll result in a position of the underlying futures contract. But the futures contract has the same expiry date as the option contract and is cash settlement. Does it mean that I can...

Just wonder is there any low cost real-time market data source for global markets, including major exchanges in US, Europe and Asia??? IB force me to pay professional fee for market data which is too too too expensive.

do you know what sort of return / income he can generate? e.g. 3% of dividend yield + 5 to 6% of option premium income?

The study was done in 2004, which is more than 15 years ago. How about performance after 2005? I talk about annualized return, not Sharpe ratio. Below is the annualized return of SPX and BXM 1988-2004 SPX: 12.4%, BXM: 12.7% 2005-2019(Apr) SPX: 8.7%, BXM: 5.3%

I'm looking at covered call strategy, say for a stock index. Advocates for covered call strategy would say that you can generate income by selling a call and provide some cushion on the downside. But when I compare the total return (including dividends) of, say S&P 500 index and the...

Blackstone (BX) pays "partnership distribution" (not dividends) on a quarterly basis. Just wonder is that taxed at the same rate as dividends? Does anyone know?

I'm looking for some long volatility trade ideas. Which one of the below trades would you do? 1. VIX Oct long call spread (buy strike 19 / sell strike 28) 2. VIX Oct long call option (buy strike 28) Both trades look quite similar, especially in terms of delta and option premium paid. Which...

XIV certainly cannot survive. This is exactly why I don't trade this product. It will get wiped out, not in matter of days, but in matter of hours. There are a lot of strategies designed to trade short volatility products, and there are rules of how to adjust when the VIX curve is in contango or...

Just wonder anyone have experience with Tradestation? I've been using IB to trade VIX futures. But IB recently force me to pay pro fees for market data. And the margin requirement has also gone up quite a bit. Have been thinking whether there is better option out there. Looks like Tradestation...

i understand your point. That's NYSE and other US exchanges requirement. But that is not required by non-US exchanges. IB implements it for all US and non-US exchanges. Individual users being classified as "professional" by US exchanges are forced to pay pro fee for non-US exchanges as well.

anyone being forced to be classified as "professional" on IB? the professional market data fee is much higher, and you'll have to pay pro fee for all exchanges worldwide, not just US exchanges. i'm trying to see if they can separate the "pro vs non-pro" classification for US and non-US...

just added a chart as above (had problem uploading it due to file size). even Mar18 & Apr18 contracts have dropped more than Feb18.

other expiries have dropped -4 ~ -12% over last 5 days, but the Feb18 expiry stayed mostly flat. does anyone have any idea why is that?