Portfolio Margin at ThinkorSwim

Quote from stoic:

[B

Not knowing your strategy or the strike prices you are looking at I can't say. But the opportunity to put on complex security/options strategies within product groups and across security class to take advantage of higher premiums or temporary discrepancies in price movement of various indices is what CPM is all about. [/B]
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I totally agree that is what I'm looking at and how I view the advantage of PM also in trading the underlying with the various option strats available.
 
The attached file shows the relationship between the NY and the OEX. Since in CPM the two have a relationship for margin, one can go long on one and short the other, or use the options on one and the underlying on the other, or options vs. options. Based on ones expectations.
Will the NY go back to out performing the OEX or will the OEX continue to catch-up to the performance of the NY? Is the market over-bought and due for a correction where some combination of long vs. shot, or puts and calls and play the spread?
 

Attachments

You establish the following position:

Short 1 ABCD 320 Put @6

If the delta of the put is .050 and the gamm is 0.03 what would the new delta be if ABCD decreases from 321 to 320?
a. 0.47
b. 0.50
c. 0.53
d. 0.56
e. 0.60

Answer: a -> Is this correct?
 
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