I have problems with API-ddl after upgrading to TWS 921.5 (nov 23) fortunately I have my own backup and I am now on TWS 920.5 (Nov 7) again.
hmm, need to think about this... One thing is the commission, at IB its the same for an option with a high or low price of the underlying....
there is SPXPM since oct. 4th http://www.cboe.com/micro/spxpm/default.aspx
download it and add .zip to it then unzip. it's virusfree according to MS security Essentials
an example ?
Thank you
Your Probs are from Option Express ? How can I get them from IB ? And please explain the expectation calc.
You can do that with an IB account.
sigma = std.dev = (short strike - index) / ( index * volatility * SQRT(days to exp. / 365)) I use calendar days (365) although I saw some...
I trade only the RUT I use sigma as first choice (>1.2), then I look at R/R (>8%) puts have a higher R/R than calls so I start with the put side...
the graph of a RUT july vertical spread 880 900
you can have this with IB. green is ask, white is bid
Use the Risk Navigator under Analytical Tools. Right click an option in TWS and open a new "What if" click the position and enter 1, then you...
When you have a TOS platform running on your computer it is very easy to use TOS data in an EXCEL spreadsheet simply enter in a cell...
I am in more than just this Condor. I don't like weeklies and I don't see the advantage of trading NDX plus RUT, is highly correlated I think....
Howard, What is wrong with this trade ? days to expiration = 60 short distance = -11% , 12% sigma -1.4, +1.2 R/R ratio 14.9%
the 920/930 is a call spread of course.
sorry, a typo: the 920 is sold @ 1.10 , the 930 bought @ 0.70 it's an Iron Condor, two credit spreads.
Please share your thoughts on this: An IB account has 10.000 $ in cash. Strategy is to buy Iron Condors. This Iron Condor: buy 1 RUT...
thank you for your response. As you suggested, it shows the margin requirement. But I am always surprised by the amount. I like to understand...
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