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Search: Posts Made By: Dudetooth
Forum: Options March 27th, 2018, 03:32 PM
Replies: 7,370
Views: 2,001,292
Posted By Dudetooth
Try EWM8 for futures month and EWJ8 for options...

Try EWM8 for futures month and EWJ8 for options month.
Forum: Options July 2nd, 2017, 04:20 PM
Replies: 7,370
Views: 2,001,292
Posted By Dudetooth
The image is from the tests TFOpts ran. I'd...

The image is from the tests TFOpts ran. I'd gather that he used commissions & fees since he added them into prior tests.



I only have risk files for the beginning of each month from May 2008...
Forum: Options July 2nd, 2017, 11:11 AM
Replies: 7,370
Views: 2,001,292
Posted By Dudetooth
Potential with simple spread

I've come across something that may be of interest to folks selling ES put spreads. I took TFOpts idea of using a database to store the risk scenarios to quickly get the margin for spreads and...
Forum: Options May 25th, 2017, 06:28 AM
Replies: 7,370
Views: 2,001,292
Posted By Dudetooth
I'll be able to take a look at it tonight.

I'll be able to take a look at it tonight.
Forum: Options May 24th, 2017, 08:39 PM
Replies: 7,370
Views: 2,001,292
Posted By Dudetooth
Google Drive, Dropbox or OneDrive should work ......

Google Drive, Dropbox or OneDrive should work ... then you could share with others by providing them a direct link to the file.
Forum: Options January 26th, 2016, 05:52 AM
Replies: 7,370
Views: 2,001,292
Posted By Dudetooth
Did you mark both sides of that spread in the S1...

Did you mark both sides of that spread in the S1 column with the same number and select both rows before clicking Track Historic (that is how the spreadsheet knows you want it to be treated as a...
Forum: Options December 27th, 2015, 09:04 AM
Replies: 7,370
Views: 2,001,292
Posted By Dudetooth
At the risk of butting in, it may be a little...

At the risk of butting in, it may be a little easier to use the Scanner in the spreadsheet to find similar results. Granted, it isn't set up to grab the data by contract month, but by using the...
Forum: Options August 31st, 2015, 07:49 AM
Replies: 7,370
Views: 2,001,292
Posted By Dudetooth
Zulutrade76, The ESX5 P1700 had a delta of...

Zulutrade76,

The ESX5 P1700 had a delta of 3.9 and each P1400 had a delta of 0.49 on Aug 17 ... combined the spread had a delta of 2.43.
Forum: Options August 30th, 2015, 02:39 PM
Replies: 7,370
Views: 2,001,292
Posted By Dudetooth
https://nexusfi.com/attachment.php?attachmentid=19...

https://nexusfi.com/attachment.php?attachmentid=191554
Forum: Options August 30th, 2015, 10:15 AM
Replies: 7,370
Views: 2,001,292
Posted By Dudetooth
IV for some of ESX5 OTM puts. ...

IV for some of ESX5 OTM puts.
https://nexusfi.com/attachment.php?attachmentid=191539
Forum: Options August 29th, 2015, 02:34 PM
Replies: 7,370
Views: 2,001,292
Posted By Dudetooth
Sorry about that ... are these more in line with...

Sorry about that ... are these more in line with what you were thinking of?

#11: 1 ESX5 P1750, -2 ESX5 P 1700 with an initial credit of $115
#12: 1 ESX5 P1700, -3 ESX5 P 1650 with an initial...
Forum: Options August 29th, 2015, 01:36 PM
Replies: 7,370
Views: 2,001,292
Posted By Dudetooth
Kevalo, I may have the terminology mixed up,...

Kevalo,

I may have the terminology mixed up, but in post #4925 I believe I have two examples of how a ratio credit spread with the same and with different DTEs would have faired last week.

#3...
Forum: Options August 29th, 2015, 08:26 AM
Replies: 7,370
Views: 2,001,292
Posted By Dudetooth
ron99, Best wishes for a speedy recovery. ...

ron99,

Best wishes for a speedy recovery.

I took a look at some possible variations to your black swan protection idea that I hope may help.

I noticed that your long options were covering...
Forum: Options July 11th, 2015, 06:43 AM
Replies: 7,370
Views: 2,001,292
Posted By Dudetooth
I don't have IM for that specific strike, but I...

I don't have IM for that specific strike, but I do have OX's IM for the ESU5 P1650. OX is showing the same as RJO and OEC ... $689.
Forum: Options June 12th, 2015, 12:39 PM
Replies: 7,370
Views: 2,001,292
Posted By Dudetooth
I still have an account at OX (though I am not...

I still have an account at OX (though I am not sure for how much longer) and the initial margin for my positions look to be correct. If I remember correctly OX had issues with inflating initial...
Forum: Options October 22nd, 2014, 02:56 PM
Replies: 7,370
Views: 2,001,292
Posted By Dudetooth
It would appear as though you are correct ... it...

It would appear as though you are correct ... it looks like all they are updating throughout the day is the current market value of the option and the Total Requirements. Admittedly, I don't...
Forum: Options October 22nd, 2014, 02:24 PM
Replies: 7,370
Views: 2,001,292
Posted By Dudetooth
When I first opened my account in OX I got too...

When I first opened my account in OX I got too aggressive with a small account and received a margin call when the markets reversed. At that time, the margin call was based on the closing risk. I...
Forum: Options October 22nd, 2014, 07:43 AM
Replies: 7,370
Views: 2,001,292
Posted By Dudetooth
Brokerages like OX rely on risk files from the...

Brokerages like OX rely on risk files from the exchanges when they calculate your initial margin. The exchange risk files have a ton of info in them like futures price, option price, volatility,...
Forum: Options October 21st, 2014, 05:52 PM
Replies: 7,370
Views: 2,001,292
Posted By Dudetooth
It actually sounds correct that OX would be...

It actually sounds correct that OX would be looking at the buying power number for determining margin calls ... after all the Futures Buying Power should be showing you your account Total Cash minus...
Forum: Options October 21st, 2014, 03:42 PM
Replies: 7,370
Views: 2,001,292
Posted By Dudetooth
I take it that you are getting $455 from OX's...

I take it that you are getting $455 from OX's Trade Calculator, which would be based off the current market value. On the Trade Calculator it has $455 as the IM, but $500 as the Total Requirement...
Forum: Options September 29th, 2014, 05:07 PM
Replies: 7,370
Views: 2,001,292
Posted By Dudetooth
Jenny, Most folks don't try to calculate...

Jenny,

Most folks don't try to calculate their exit margin on an intraday basis ... they wait for the close. If the closing price/margin is to the point that they need to exit they do so the next...
Forum: Options September 10th, 2014, 06:30 AM
Replies: 7,370
Views: 2,001,292
Posted By Dudetooth
If you want to see how CL option prices and...

If you want to see how CL option prices and margin behaved during recent price swings you can get some free data from CME. They have 2013-2014 option data available as SPAN files. You'll need some...
Forum: Options September 5th, 2014, 01:52 PM
Replies: 7,370
Views: 2,001,292
Posted By Dudetooth
Actually, that is very close to what happened. ...

Actually, that is very close to what happened. Back when I was pretty new to selling options I had a call that I kept holding trying to run out the clock. Prices moved high enough that it was ITM...
Forum: Options September 4th, 2014, 06:07 PM
Replies: 7,370
Views: 2,001,292
Posted By Dudetooth
Depends on where futures are tomorrow. I believe...

Depends on where futures are tomorrow. I believe they base it on the price at the close of the pit hours (don't quote me on that). If you are in the money at that point then you should have long...
Forum: Options June 19th, 2014, 07:08 AM
Replies: 7,370
Views: 2,001,292
Posted By Dudetooth
Rolling long positions from front month to...

Rolling long positions from front month to further out contracts? Last trade is 20 June for CLN4.
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