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I like this gem.

Thanks for this but if that CBOE page is to be believed it seems like the underlying ETF's bid-ask gets pretty wide which would concern me with what I've heard about IB's auto-liquidation procedures...

"Two currencies are involved in a tranzaction" :eek:

It depends on how many stocks you are doing this with... Obviously if you are long vol in one stock and short vol in another stock there will be some correlation between the prices movements of the two, but I would not be comfortable saying that I'm market vol neutral if I were using historical...

That's disappointing. It seems like they would be convenient for retail accounts.

Why didn't you just dynamically hedge your delta instead of putting on a calendar spread? The vega seems to be killing you.

I would guess most experienced traders would say that they've been short gamma and long gamma and whether or not it's a good trade depends on market conditions and risk management...

http://www.cboe.com/learncenter/pdf/iro.pdf So is this pamphlet incorrect?

I apologize if this is a stupid question, but why does IB not give me option chains for CBOE interest rate index options? I can get the Index data and I'm subscribed to the options exchange data feeds, but I can't seem to actually get to the product... This is not the case for other interest...