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Iron Condors
- Thread starter maninjapan
- Start date
Quote from osho67:
Thanks. YM,ES and NQ quotes are there so I did not think there could be a holiday.
Get yourself an exchange calendar.
http://www.cboe.com/AboutCBOE/xcal2009.pdf
Mark
Quote from dagnyt:
Get yourself an exchange calendar.
http://www.cboe.com/AboutCBOE/xcal2009.pdf
Mark
Thanks Mark . I have the calendar in favourite somewhere. Instead of checking that I was checking IB site that subscription to RUT data might have been introduced and I have no subscription. LOL.
What kind of exposure does everyone consider acceptable IR Delta,Gamma, Vega?
Obviously the actual number depends on the total contracts traded, but does anyone use a ratio to monitor their total exposure? ie, never let gamma/Theta ratio get over XX
Obviously the actual number depends on the total contracts traded, but does anyone use a ratio to monitor their total exposure? ie, never let gamma/Theta ratio get over XX