You could hedge SPX vega with VIX futures (going long a particular month for instance), now the trick is to figure out the right number so you are...
Yes they basically liquidated the short put of the fly in small lots, causing huge realized losses in the account. Everytime I had to balance the...
Finally talked to human there, the official line is that the account is configured for Portfolio Margin and the risk algos don't even look at the...
I'm starting to agree here. I also use JPM for the bigger stuff but this is disappointing that IB can't even compute the correct risk for such an...
This fly was the only position in the account yesterday a NOV SPX Iron fly 60 wide. To be exact 36 contracts (after they liquidated about 9 in...
This is an SPX iron fly so it is settled in cash. I don't see any risk here at all other than the defined one.
Ticket has been opened but in todays market action IB autoliquidated portions of an Iron fly (defined risk at max loss of 60 per contract) when in...
No one is really cheated because the new mid truly reflects what is suppose to reflect (mid between bid and ask). The only valid complain here...
Well this is my annual post about the VA product. Sadly zero volume for a long time now, and only 33K of Vega for Open Interest. I talked to...
The volatility trader at IB is just a different quote system, not a true volatility (or variance) swap platform. What you gain by using it is...
If your background includes any form of advanced mathematics, options will be right for you. Most people trade them as leveraged directional...
That depends, you might see NBBO if there are no other internal bids/offers in IB. That is an interesting problem as you can't really trust Mid...
Still no volume on this instrument, what a shame. So while we wait for this product to take off, I have a question about margins here. Using...
The calendar is quoted at 0.03 mid as I write this. Unless FB does a huge retrace (down to around 30) you just need to take the loss on that...
The rumor of of T buying something turned out to be true, although it was LEAP instead. The option action in LEAP on the last minutes on Friday...
I wish you good luck with your trade and hopefully you'll make some money out it. I think that several edges do exist when trading volatility,...
I don't think the CRM fly has any edge at all, as you mention is pretty expensive and the IV of the 38 strike (for the call) doesn't seem to leave...
I'm a bit confused about this position. Is the fly is in Apr and the strangle is in May? or both are on the same month? Also is there any ratio...
In the early days bitcoins were worthless as you can assume, so there was not much interest about them as an store of value. For instance there is...
The particular strategy that you desire is better implemented using options on VIX futures. Start by simulating some kind of ratio spreads with...
Separate names with a comma.