Posted on March 22, 2016


Interactive brokers options chain

The order confirmation screen offers the available bid/ask prices and order submission:

Josh,As I mentioned, usage of p-margin is entirely at the mercy of your brokerage (or their risk management formula specifically). If your portfoliotrades a large number of liquid stocks with hedged positions, you are likely to get higher margin. If you have concentrated positions in small-capstocks with no hedging, you are not likely to get portfolio margin. The formula is complicated and differs from broker to broker. So it is best to askyour broker to explain their formula.The disagreement I have with IB is hard to pin point, since their risk management formula is very complex.Basically I feel that my day trading position is liquid and low risk, but they think otherwise.As for using portfolio margin for short calls, I am noteven sure IB allows it.Ernie demo| )

Hi Ernie,buying short-term options is generally considered very risky practice because of the large loss of time-value per day. In case of 1-monthcontracts you can easily lose 20-30% on both sides in only 1-2 weeks if the underlying stocks do not move significantly.If you consider longer-termoptions instead, then you are actually going long large amounts of Vega (which determines how much the position depends on volatility). In that case,only a small drop in the implied volatility can make you lose significant amount of money as well. Please also note that volatility generally shrinkswhen stock prices rise gradually. You may also experience considerable volatility drops immediately after important company events.Generallyvolatility is the main factor in the options play. So it would be a mistake to apply a stock trading strategy to options without having a view on thefuture volatility. Unfortunately these issues are not covered with enough focus in the McMillan's book as he describes the effects of volatilityonly in a separate chapter at the end of his book.

Watch interactive brokers options chain


How to Access an Option Chain through your Watchlist on Interactive Brokers interactive brokers options chain trade.

Nov 3, 2013 . Charting, we are not paying for live data, option chains - for manual . (TD Ameritrade) and TWS (Interactive Brokers) open at the same time.

Interactive Brokers does not offer historical data on expired options. All IV calculations must be derived from options that have not expired yet.

Description interactive brokers options chain

Edited by xpresstalk, Wed 01 August 2012 - 02:10 PM.

ECBOT futures symbols have length of 21 characters with 3 spaces between contract symbol and month name and one space between month and2 digit year

Bonus interactive brokers options chain.

Nov 3, 2013 . Charting, we are not paying for live data, option chains - for manual . (TD Ameritrade) and TWS (Interactive Brokers) open at the same time.

IB's API has a routine called calculateImpliedVolatility(). Never used it, so I can't give details. IB's API also has a routine calledcalculateOptionPrice() to retrieve option Greeks. Again, I've never used it, but they're out there.

Option ChainMost brokerages display a very limited option chain, but TD Ameritrade gives you extensive options to choose from along with the abilityto customize and code your own filters. With their system you can quickly and easy view all strikes for all expiration dates. This is extremely handyif you want to compare or trade over multiple expiration dates. Fill your option chain with not only all the greeks but also probabilities and returnfactors. (Bonus interactive brokers options chain.|)

Credit Spreader sells calls and puts naked. It sells front month options that are one strike out of the money. The user needs todetermine which options to buy so that a spread can be established. The trades are triggered by the system and they are each reviewedmanually. Only the best trades are considered and the alerts can be generated at any time. These options are very liquid and they haveoption IVs over 35. Market conditions are evaluated and the trades will often favor our market bias. The target is for the option toexpire worthless. The stop price is the short strike price.

What about portfolio margin? IB offers it for account sizes of only 100K.