Recent content by adamchubb

any update on TMC?? will TMC be available again?

i saw a thread before on IB forum talking about K200 IV & greeks. the official reply was they don't have that modelled, and don't know if they plan to add that. i just wrote a little VBA program on Excel to derive the IV from the option price using Black-Scholes model. the greeks can then be...

i just want to do some more trading in Asian time zone (i live in HK). i've been trading kospi200 options for 3-4 months. i'm considering to trade either XJO or HSI, so i'm now weighting the pros and cons. OZ market is less volatile than HK, and closes earlier (~2 hrs earlier than HK). XJO...

9am-3pm Korean time. IB charges 0.2% of option value (or minimum 1000 KRW). extremely good liquidity and tight bid-ask spread. it's probably the most liquid option contract on earth.....

i just wonder if anybody here has been trading income strategies (condor, calendar spread, etc) on XJO option???? i have been trading those strategies on US & Korea indices and they work well. I just wonder if it's feasible to do the same on XJO, with major consideration factors being...