Retrieve options spread strategy data with IB's excel API

[tonyf]

I can pull information from shares and options - but is it possible to see vertical and horizontal option strategy pricing in excel?

 

[xandman]

Sure, just put your option requests into an Excel formula.

ex.

=long - short

 

[tonyf]

Sure, just put your option requests into an Excel formula.

ex.

=long - short

Right, and how do you calculate the maintenance margin impact in excel?

 

[xandman]

Limited-loss option strategies have the same initial margin and maintenance margin (actually none because you already put up the max you can loose).

https://www.interactivebrokers.com/en/index.php?f=26660

Margins are like condoms, I don't worry about them.

 

[tonyf]

Limited-loss option strategies have the same initial margin and maintenance margin (actually none because you already put up the max you can loose).

https://www.interactivebrokers.com/en/index.php?f=26660

Margins are like condoms, I don't worry about them.

Interesting - but TWS says otherwise:
Naked Puts for the same strike seem to require more margin that vertical bull spreads with a buy leg 10% lower.

It could be a case of illiquid options only (or just the ones that I am looking at) but TWS does not lie.

 

[xandman]

Interesting - but TWS says otherwise:
Naked Puts for the same strike seem to require more margin that vertical bull spreads with a buy leg 10% lower.

It could be a case of illiquid options only (or just the ones that I am looking at) but TWS does not lie.

Ah, sorry. I was not thinking about naked positions as a possible strategy.