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Spread Orders


Spread trading is a hedging tool that allows you to gain exposure to the price movement of a stock. In the case of a debit spread, the cost of buying a put or call contract outright is reduced by selling a short position against the long option. In the case of a credit spread, a short option position is hedged by buying a long side to offset the short position.

Newedge USA offers spread trading of options contracts via a direct connection to the International Securities Exchange (ISE) system and the CBOE. The system allows spreads with up to four legs, which include, but are not limited to: Simple, Calendar, Condor or Butterfly spread orders. Spread orders can also be executed by electronically routing or calling directly to the Newedge USA options desk (FP Desk), and an options professional can direct your order to any exchange of choice for execution.

How Newedge USA's Spread Trading Tool Works

The PreferredTrade system allows you to enter multi-legged spreads as a single order to prevent getting "legged out" (i.e. "legging in" to part of your intended spread position, but not getting filled on another order leg). The spread trading tool features up to four legged spreads that are routed directly to the International Securities Exchange (ISE) for 100% electronic execution. Additional routing to other exchanges is also available via Newedge USA's options desk.

Two order entry screens with easy, point-and-click features are available to all users. The default order entry screen is the Regular Order entry window, as seen below. This functions as a quick-to-get-to hedging tool for simple order entry.

An Advanced Order Entry screen (below) can also be accessed via a "Preferences" button on the main tool bar in the PreferredTrade system. This is an expanded version of the Regular Order screen with additional functions and more comprehensive data views.

Entering a Spread Order

When using the spread-trading tool, all types of options spreads default to a "buy open" on the first leg. If you chose a Simple spread, the order entry screen will automatically populate to assume a two-legged spread; a buy open and a sell open. A Butterfly spread will automatically populate the order entry screen to assume a three-legged spread; a buy, a sell with double quantity as the initial buy and then a sell with the same quantity as the initial leg. And a Condor spread will automatically populate the order entry screen to assume a buy open for the first leg, a sell for each of the next two, and finally a buy for the fourth leg. Although the entry screen is automatically populated to save time and serve as a guide, all of the functions and quantities of your order entry can be edited before the order is entered.

Closing a spread is done by changing your initial order action from "buy open" to "sell close". By doing this, all other legs will automatically flip to the opposite correct action. NOTE: The closing of a Straddle or Strangle must be routed to the options desk (electronically or by phone). Selling these spreads cannot be electronically routed to the ISE.

The limit price is the net price for the spread. For example, if the spread you are trading is to execute for a net credit, the net price shown in the Limit Price box will be negative, and a Limit type of "Credit" will appear. The Limit Price can be changed up or down with the use of the arrow buttons adjacent to the box. (Note: If the Limit Price is negative, the up arrow will cause the price to get less negative.) Conversely, if the net price of the spread is a debit, the Limit Price box will be positive and a Limit type of "Debit" will appear.

The system will currently only accept electronically routed orders for options that have an individual primary stock as the underlying security. Any options with multiple underlyers currently are not allowed.

Options not listed on the ISE such as the OEX and SPX must be routed to the options desk (FP Desk). Spreads with more than two legs may not be electronically routed to the options desk (FP Desk) but can be made via phone.

Steps For Entering A Spread Order

Below is an example of how to enter a spread order using the Regular Order Entry screen.
Step 1
Enter an underlying symbol and select the spread type:
  1. Simple
  2. Butterfly
  3. Condor
  4. Buy Sdl/Stg
For this example we will use a Simple spread order type.
Step 2
Click on the first option leg entry box (highlighted in yellow) and select expiration, strike price and call or put.
Step 3
Click on the second option leg entry box (highlighted in yellow) and select expiration, strike price and call or put.
Populates Automatically
Both legs of this Simple call spread have been entered. The limit price field has now been populated with the cumulative price of the option spread.

Detailed option quote information can be viewed by clicking on "quote" box or clicking on the option leg arrow buttons.

View
Here the option quote information can be seen. Bid / Ask prices are displayed in the same order as the option leg selections.

Note: Working spread orders cannot be modified and must be cancelled and replaced.

Order Management Including Spreads

In the Working Orders window spread orders are displayed. Spread orders will appear in the Working Orders window in the color green. Non-spread orders will appear in blue (buys) or red (sells) respectively.

Spreads sent electronically to the ISE are shown in the window as a one-line working order with the single underlying symbol as the first leg of the spread, IBMAUG80C, for example. However, if spread orders are routed electronically via the options desk (PT Desk) for execution, the underlying is followed by ":SPRD". An example of how a PT Desk routed spread is displayed: MSFT: SPRD-desk: 6720

An additional feature allows users to place the cursor over the symbol to display the legs of the spread in a flyover window.

Electronic spreads to ISE and CBOE in penny Increments

Newedge USA online users can electronically trade options spreads at both the ISE and the CBOE in penny increments. Spreads routed to the ISE or the CBOE can have a limit price in pennies. (Note: OEX and SPX spreads are not available in pennies on the CBOE.)

Fills for Butterfly spreads may have different prices for the center leg so that the aggregated price matches the limit specified.

Please note: Spread prices and quantity may not be modified, but must be cancelled and then replaced with a quantity or price.

Requirements

Newedge USA has a minimum equity requirement of $5,000 to be initially approved for options spread trading. In addition, the account must always have at least $5,000 in equity in order to open new spread positions, and the account must always meet margin requirements.

Note: Multiple leg option strategies, including spreads, will incur multiple commission charges.

Options in a Newedge USA IRA Account
Please note that the only option strategy allowed in an IRA is the writing of covered calls and the buying of puts or calls. If transacting options in an IRA, one must be aware of the unique qualities of an IRA account. Therefore, holders of long options in an IRA account must have a cash balance equal to or greater than the requirement to exercise the options in the account on the last day prior to expiration or Newedge USA will close out the position in the open market on a best efforts basis prior to the market close.

Newedge USA does not have any specific criteria for option trading approval in customer accounts. Each new account application is treated individually based primarily on the customer's trading experience and stated financial condition.

Please note that options are not suitable for all investors and investing in options carries substantial risk. Because of the importance of tax considerations to all options transactions, investors considering options should consult with a tax advisor as to how taxes affect the outcome of contemplated options transactions. Individuals should not enter into options transactions until they have read and understood the risk disclosure document titled "Characteristics and Risks of Standardized Options." To obtain a copy of the Options Disclosure Document contact us at 888-781-0283.

The graphics provided are for illustration purposes only. Newedge USA, LLC does not offer investment advice.


 

 

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