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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
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
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
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.
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.
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.
