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I may be a bit rusty on my option theory, but... If on late Friday, the option prices converged to -0- Theta over the weekend, wouldn't that mean you could construct a call-put-underlying position to extract interest? Theta decay in the call and put should not be symmetrical right? Because...

That was part of my point. They are apparently not going to be charged until August 1 (the original July 1 date was apparently pushed back), yet they charge customers June 1 with 3 days notice?

Some people like the excel and need it/want it to make money. Indeed many hedge/clearing broker/institutional prop operations apparently use excel. True statistical arbitrage would require something more like excel or a custom application. By hardcore, I generally meant high frequency or...

It can apply to any broker who does volume above the minimum threshold. It does seem interesting that IB already seems to know that it will fail and has instituted the fees 2 months before the fees will be charged to them. The idea of the test period was to give a heads up to clearing...

Depends on what you're looking for. They are a good midline one stop service if you are technical analysis oriented. For $100 plus data fees, you get data, charting and backtesting comparable to any retail product. IB is cheaper and generally comparable, but IB's charting and TA tools are...

Supposed to be FIFO in Globex. Here's what their webpage points to as the resource: http://www.cme.com/files/PriceBanding.pdf