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Selling Options on Futures?
Started:July 19th, 2011 (06:16 PM) by ron99 Views / Replies:569,610 / 5,734
Last Reply:8 Hours Ago (01:01 AM) Attachments:642

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Selling Options on Futures?

Old November 25th, 2013, 01:16 PM   #2441 (permalink)
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kevinkdog View Post
Cocoa was actually 5% for some, 5.2% for others (different brokers).

The real good ones were very short term Live Cattle...

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I haven't traded CC, yet. What delta do you guys aim for? I guess like SB, a higher delta is required to get any decent liquidity and ROI.

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Old November 25th, 2013, 01:34 PM   #2442 (permalink)
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Barrington View Post
I haven't traded CC, yet. What delta do you guys aim for? I guess like SB, a higher delta is required to get any decent liquidity and ROI.

I always aim for .02-.04 delta, sometimes I'll go up to .05.

Cocoa (actual fill from last week) is below, followed by Sugar (analysis as of this AM). Sugar is a lot less appealing right now, although I have a couple of unfilled orders in.


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Old November 25th, 2013, 08:33 PM   #2443 (permalink)
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historical data


Hi all,
Does anyone know decently priced sites where you can purchase historical data on futures options? I know the CME sells raw data, but it's very expensive. I've found other places (including IVolatility) that sell it at a much more competitive price. But options data on futures is harder to come by-- definitely compared to equity options.

Thanks in advance!

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Old November 25th, 2013, 10:34 PM   #2444 (permalink)
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Historical Data


christopher99 View Post
Hi all,
Does anyone know decently priced sites where you can purchase historical data on futures options? I know the CME sells raw data, but it's very expensive. I've found other places (including IVolatility) that sell it at a much more competitive price. But options data on futures is harder to come by-- definitely compared to equity options.

Thanks in advance!


Historical Futures Price Data or Historical Futures Option Data?

For Futures price data you can get historical data for front and back months as well as contract months from Quandl. They are free and it integrates through a number of API's.

They do not have futures option data...but from my conversations with them this is in the pipeline.

Hope this helps.

Quandl - Find, Use and Share Numerical Data

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Old November 25th, 2013, 10:45 PM   #2445 (permalink)
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historical data

Futures Edge on FIO

Are you a NinjaTrader user?

 
Hi BlueRoo
Yup, I meant options data. I've talked to the folks at Quandl before, and they've been very helpful. Their development packages are fantastic! When I spoke to them about futures options data, they were considering offering it with a small fee due to the cost obtaining the data. I'm guessing it might be a little while before they get it up and running.

Are there any other sites out there that offer such data for a decent (cheap) price? IVolatility is reasonable but I'm wondering if there are others out there.

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Old November 26th, 2013, 09:21 AM   #2446 (permalink)
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kevinkdog View Post
I always aim for .02-.04 delta, sometimes I'll go up to .05.

Cocoa (actual fill from last week) is below, followed by Sugar (analysis as of this AM). Sugar is a lot less appealing right now, although I have a couple of unfilled orders in.


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Attachment 129657

Hi KD, are you sure you are right on your CC trade here expiring 7 Feb I have the 3000c 50/56 bid ask, your figures from yesterday show price at 5, did you mean the ones exp 5th Dec?

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Old November 26th, 2013, 09:30 AM   #2447 (permalink)
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Harvard16 View Post
Hi KD, are you sure you are right on your CC trade here expiring 7 Feb I have the 3000c 50/56 bid ask, your figures from yesterday show price at 5, did you mean the ones exp 5th Dec?

CCH423000P


it is the 2300 put. That is OEX format. Sorry the P got cut off. The 3000 put has a delta way too high for my liking.

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Old November 26th, 2013, 10:38 AM   #2448 (permalink)
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SPAN Margin Question

Hi,
I would appreciate if someone can tell me current SPAN margins for the following:
NG March 14 525 call
ES Feb 1500 Put
Gold Feb 1000 Put

Thanks in advance.

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Old November 26th, 2013, 11:49 AM   #2449 (permalink)
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Using Dudetooth's fantastic margin calculator that's in the PC-SPAN thread I can quickly get these numbers.
seemasp View Post
Hi,
I would appreciate if someone can tell me current SPAN margins for the following:
NG March 14 525 call 224
ES Feb 1500 Put 822
Gold Feb 1000 Put 1288

Thanks in advance.


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Old November 27th, 2013, 08:00 AM   #2450 (permalink)
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I've been trading a 1 lot CL for a while now. I can handle more risk but I'm ''afraid'' of a black swan event/flashcrash that wipes out my account.

Would trading CL options be a good alternative? In that case I can define my max risk.

Who trades CL options here? Is the spread always 0.03-0.04 between bid/ask?

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