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Hi Guys! As I could see,most of you trade Calender Spreads on Stocks. Does anyone have any experience with trading them on some major stock indices? (S&P,nasdaq) Thx

Starting with September 19th,Eurex will introduce futures on 3 major european volatility indexes: VDAX-neu VSTOXX VSMI Further details can be found here: http://www.eurexchange.com/download/circulars_public/er05146e.pdf NOw the instrument itself sounds very promising,the only thing...

Sorry MTE I just read the entire article.. The weeklys are going to be listed on a Friday and expiring the following Friday. I was thinking that they will be listed a bit earlier (let's say) 2-3 Weeks before expiration,just to use the greater time value..

Well that's what's worrying me.. In case of the monthly expiration,there were buyers and sellers for almost all types of options (ATM and OTM) I'm afraid that one will hardly find buyers for OTM options in case of such rapid time decay. Does anyone have an idea of the time intervalls the XSP...

You've got the folowing strikes: 4900 4950 5000 5100 5200 5300 5400 5500

In that case there's something wrong with IB... My highest August ODAX Call is 5500 just like for September... But due to the fact that September is a quarterly month,you always have a wider range of strikes.. New strikes are added to the other months going by the underlying..

Hi OC, As I just read in one of your posts,you were using bear put SPY spreads to (partially) hedge your SPX positions.. My question is: -Why didn't you simply go long ino the 117 SPY put? And another question: Did you maybe test out your strategy with Eminis on the S&P Future? (or...

:D Let's see what this week brings..

Hi Trajan! Does this mean that you can open a short position even if you don't have sufficient margin? Do you keep these short positions over night or do you close them during the same day? For instance my Eurex broker won't let me open a short option position if I can't meet the margin...

Thx a lot IDS ;) Btw,how do you calculate the SPAN margin? Do you have CMEs SPAN Calculator or does IB use some other kind of software?

Hi IDS thx for the example.. I just compared these two identical condors on the ES and SPX and if I am right,the max. SPAN margin cannot be higher than the max.risk which is 20Pointsx50$=1000$ Regarding the profit,you will get a slightly higher ROI on the ES Condor.. But this depends on the...

Hi steve! Thx for your answer... Could you tell us whether the SPAN Margining system requires less margin than the CBOEs ruled-based system. Let's say I want to sell a June Condor on the SPX with the following strikes: LONG PUT 1050 SHORT PUT 1065 LONG CALL 1240 SHORT CALL 1225 My...

I thought about opening this thread in another subforum,but due to the fact that it deals with the margin calculation algorithms, "Options" seem to be the right place. Marginclick is a web based,real-time margin calculation tool (inclusive SPAN) I didn't figure out yet how to use it (but...

Hi just21! I'll try to give you a couple of examples on the RBM: Position Strangle on the DJ EUROSTOXX50,underlying at 2970 (today) 10 lots JUNE PUT 2600 (Prem. 3,2=32€) JUNE CALL 3200 (Prem. 0,9=9€) Total Premium for 10 Lots 410€ This is the premium MArgin Additional...

It's presently trading at 0,10-0,45,the last trade was 0,25... I would have a look at the recent SPX trades and quotes and try to get a close fill with the ES... But one other thing: You were very kind to post us the margin requirements for the MAY ES 1210 CALL. The problem is, it's a...

I agree with you but the fact that EUREX ignores the vola variations is the problem.. In case of the Eurostoxx 50,Eurex calculates a 230 Point max. move in either direction as the worst case scenario... (some 8 %) Now how probable is such a situation? :(

Thx for the quick check just21... But it's still too high... I remember reading some old thread about IB and this "check margin" functionality.. If you enter a contract and press "check margin" button,the figures you get are the margin you still have,not the margin which is already used...

And if could post us some Margin figures on OSX and ES Strangles or Condors that would be great ;) Thx

Hi just21: The size of a DAX Option is 5€ per Index Point.. But I don't understand your margin calculation. I just had a look at the contract and my broker would require 916€ Margin if you would sell one contract and he uses the minimal Eurex margin,no surcharges.. How did you get...

Hi Xenia.. Could you maybe post us some Premium/MArgin figures on some Calender Spreads or Condors using the "CHECK MARGIN" of the TWS.... I'm trying to compare the Margin Calculation between the Eurex RBM and SPAN...have no IB account..yet Thx ;)