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Selling Options on Futures?
Started:July 19th, 2011 (06:16 PM) by ron99 Views / Replies:567,835 / 5,727
Last Reply:9 Hours Ago (12:40 PM) Attachments:642

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Selling Options on Futures?

Old August 25th, 2015, 02:35 PM   #4861 (permalink)
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SMCJB View Post
Are the margin requirements the same? Since the margin requirements between ES Futures and SPY are so different I'm guessing the Options are different as well but could be wrong.

If you have over 110k you qualify for a Portfolio Margin account which is closer to SPAN margins than it is to REG-T margin that retail account have

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Old August 25th, 2015, 02:58 PM   #4862 (permalink)
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I'm not even sure where to run an analysis. I'm thinking think or swim may ave something bit just not sure. Any thoughts?

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Old August 25th, 2015, 03:11 PM   #4863 (permalink)
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Option Chain Download - CBOE

You can download option chains here if your broker doesn't support exporting to Excel.
I did read that IB supports direct export through DDE but never tried
I dont know how to get historical option chains but i assume that they are somewhere

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Old August 25th, 2015, 03:15 PM   #4864 (permalink)
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rsm005 View Post
I'm not even sure where to run an analysis. I'm thinking think or swim may ave something bit just not sure. Any thoughts?

Yes. You can use their Thinkback tool to analyze a strategy. It is end of day only so an intraday spike like yesterday will nit be truely represented. But better than nothing

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Old August 25th, 2015, 04:16 PM   #4865 (permalink)
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Chubbly View Post
If you have over 110k you qualify for a Portfolio Margin account which is closer to SPAN margins than it is to REG-T margin that retail account have

What's the margin requirement for 500 shares of spy with portfolio margin? If the margin requirement is higher than 1 contract of /es the leverage is still better in the futures

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Old August 25th, 2015, 05:03 PM   #4866 (permalink)
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rsm005 View Post
I'm not even sure where to run an analysis. I'm thinking think or swim may ave something bit just not sure. Any thoughts?

As much as all these markets are arb'd, I would have to believe that SPY is going to move lockstep with corresponding ES options. Any mispricing would be exploited.

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Old August 25th, 2015, 09:02 PM   #4867 (permalink)
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A quick review of ThinkorSwim's analyze tab shows that SPY definitely doesn't decay at the same rate as ES.

/rsm005/

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Old August 25th, 2015, 11:50 PM   #4868 (permalink)
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Opstar View Post
What's the margin requirement for 500 shares of spy with portfolio margin? If the margin requirement is higher than 1 contract of /es the leverage is still better in the futures

Just because you have more margin to play with doesn't mean you should

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Old August 25th, 2015, 11:56 PM   #4869 (permalink)
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rsm005 View Post
A quick review of ThinkorSwim's analyze tab shows that SPY definitely doesn't decay at the same rate as ES.

/rsm005/

ES is a futures contract and has a cost of carry, hence the decay. There's other stuff too but arbitrageurs know all this and take it all into account.

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Old August 26th, 2015, 12:24 AM   #4870 (permalink)
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Chubbly View Post
Just because you have more margin to play with doesn't mean you should

Depends on what you are doing. If you are doing a lot of pairs trade and want to diversify, the margin comes in handy. All futures have extreme leverage and is one of the reasons why you can make such a high return... until yesterday happened.

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