Hi all,
I'm looking to implement an options strategy which will BUY/SELL back options on expiration date to exit the position and avoid automatic exercising, however to build in redundancy for options which do get exercised through either technical issues on expiration day (WiFi down, application issues), or low-liquidity environments, it would be ideal to link a trade/position back to the exercised option through a field such as a permId. Due to my setup (and seemingly not able to distinguish position by client id), the resultant position in the underlying would be mixed with other existing positions in that security.
Ideally the `Trade.log` or `Trade.fills` (ib_insync) class variables for the option would recieve additional executions/logs to capture that it was exercised, but I don't believe it does this?
Any help on how others handle this case would be greatly appreciated! Many thanks,
Aidan