calculate win probability . how i do this

If you are letting an ITM spread go to expiration don't you have exercise fees for each leg? Mine would be 15$ per leg which would wipe out profits for 2 of those spreads.
I dunno...I always settle ITM positions before expiration. My options fee is 1.50 per lot so I would have to have on 11 spreads before it would be cheaper to let them expire.

I am trading Interactive brokers at the moment and there are no expiration fees!
 
I am trading Interactive brokers at the moment and there are no expiration fees!

Not an expiration fee.....but an exercise fee to settle ITM options at expiration. They get charged to do it I'm sure so they probably have some way of paying for it....better look deeper.
 
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