complex option positions (ratio spreads)
M
Matthias D
I would like to set up ratio spreads that might look like this:
3 short puts delta 30
1 long put +20 points
1 long put -20 points
1 long put -60 points
The entire option construct should be closed when the short leg is 30 points ITM.
In general, I would love it if it were possible to close entire option constructs based on the moneyness of individual short legs.