Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Short Box Spread Option Strategy #8034

Closed
4 tasks done
LouisSzeto opened this issue May 16, 2024 · 0 comments · Fixed by #8041
Closed
4 tasks done

Short Box Spread Option Strategy #8034

LouisSzeto opened this issue May 16, 2024 · 0 comments · Fixed by #8041

Comments

@LouisSzeto
Copy link
Collaborator

Expected Behavior

There is a OptionStrategies.ShortBoxSpread for Box Spread strategy. Its margin requirement refers to IB Option Margin Requirement page.

Actual Behavior

Not available as OptionStrategies abstraction.

Potential Solution

Add to OptionStrategy, refer to #8025 as an example

Reproducing the Problem

NA

System Information

NA

Checklist

  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues
  • I have provided detailed steps to reproduce the issue
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees
No one assigned
Labels
None yet
Projects
None yet
Milestone
No milestone
Development

Successfully merging a pull request may close this issue.

Box Spread Option Strategy LouisSzeto/Lean
1 participant
@LouisSzeto