Use closest child leg (e.g., 0.05 or 50 points, whichever is narrower)
complete
r
rusty.moorman@optionomega.com
complete
M
Matthew Simon
planned
M
Matthew Simon
Merged in a post:
fixed premium wing width caps
E
Edge
Combine the ability to offset linked legs by N strikes with the ability so search for fixed premium legs. This would enable defaulting the spread width to the narrower of the difference from a wing matching a specified fixed premium or a predetermined max, conserving buying power when vol is expanding dramatically.
troy.mcneil@optionomega.com
under consideration