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

Conversion Option Strategy #8035

Open
4 tasks done
LouisSzeto opened this issue May 16, 2024 · 0 comments · May be fixed by #8025
Open
4 tasks done

Conversion Option Strategy #8035

LouisSzeto opened this issue May 16, 2024 · 0 comments · May be fixed by #8025

Comments

@LouisSzeto
Copy link
Collaborator

LouisSzeto commented May 16, 2024 •
edited

Expected Behavior

There is a OptionStrategies.Conversion for Conversion strategy. Its margin requirement refers to IB Option Margin Requirement page.
Note: It is a ProtectiveCollar with same strike price for both call and put.

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
@LouisSzeto LouisSzeto linked a pull request May 17, 2024 that will close this issue
Open
11 tasks
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.

Add Protective Collar to Option Strategies LouisSzeto/Lean
1 participant
@LouisSzeto