The CME requires a Buy/Write combination order that includes a Future with a Future Option to be submitted with a "Delta" value. IBKR does not calculate Delta values for Future Buy/Write combinations so that strategy is not allowed. You will need to leg into or leg out of a Future Buy/Write strategy for any CME future products in your IBKR account. If you need help closing an open position call the IBKR Trade Desk and use the Phone Orders option for extension 1, 4 to get the Trade Desk.
Why does IB not allow a Future Buy Write order for CME contracts?
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