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IB Intraday MtM errors on options

  1. Does anyone else notice that their IB account value intraday shows an incorrect (usually inflated) value? I have found consistently that my intraday account value is biased higher than the correct value if determined based on the mid-prices of all the options positions.

    When IB determines the end-of-day account value (around midnight each night) this bias is corrected and the account value is fairly accurate.

    I guess it really doesn't/shouldn't make a difference to me what the IB intraday account value is, but it's been annoying me lately. I think I'm hitting thresholds in my returns and account growth but am off by about 1%.
     
  2. yes that annoys me too
    i have to manually sum all of spreads' mid price to check the realistic P/L

    maybe IB use last price to calc all individual contracts, so its off a lot on intraday :confused:

    ----
    update: i rolled back TWS to a stable version.. problem solved :p
     
  3. I suspect that it is the volatility. They must trigger the volatility to which ever side to manage risk. This has been happening for years. You also have to be careful with the prices submitted. I compare it with Tos and there are significant differences.