Options on The Algo Benchhttps://thealgobench.com/tags/options/Recent content in Options on The Algo BenchHugoen-INSun, 08 Nov 2026 00:00:00 +0000One leg filled, the other rejectedhttps://thealgobench.com/launchpad/one-leg-filled-the-other-rejected/Sun, 08 Nov 2026 00:00:00 +0000https://thealgobench.com/launchpad/one-leg-filled-the-other-rejected/<h2 id="what-went-wrong">What went wrong</h2> <p>A strategy of ours enters by selling two index options together: a call and a put. On 5 November 2026 the bot sold the call. The broker then <strong>rejected the put: not enough margin</strong>. The account was less than 1% short of what the full position needed.</p>