Automated options trading on Interactive Brokers
Interactive Brokers gives you fast fills and sane margin. It gives you no way to say “close this when delta crosses 30, or at 2pm, whichever comes first.” VolNinja is the layer that does, connected to your own IBKR account and running on your own machine.
Why option trading on Interactive Brokers is hard to automate
Trader Workstation is powerful and was built for a slower pace of trading. Putting on a spread means clicking leg by leg while the underlying moves. Every position needs its own take-profit and stop, entered by hand. Rolling a leg means placing the roll, cancelling the old exits, and resubmitting new ones without fat-fingering a strike.
IBKR does publish an API, which is why the do-it-yourself answer is a pile of Python scripts. That works right up until the session where a script dies mid-entry and leaves you half filled, or the gateway restarts overnight and nothing reconnects.
The tools built to solve this have mostly picked other brokers, or run only on Windows. VolNinja was built for the gap that leaves.
See it in action.
A five-minute walkthrough: build an SPX 0DTE strangle, attach automated exits, and let the rules manage the trade.
What an automated options trading platform should actually do
- Entries that work the order into the market
- Pick strikes by delta or price, then let the entry walk from mid toward your limit across timed attempts instead of crossing the spread on the first try. If the underlying drifts while the order works, strike selection can follow it.
- Exits built from conditions
- Close on profit, on a stop, when delta crosses a threshold, at a time of day, or on a combination, re-evaluated as the market moves rather than fixed at entry.
- Rolls that keep the protection attached
- Roll a leg to a new strike by hand or as a management rule, without separately cancelling and resubmitting the protection around it.
- Broker-side safety nets
- Standing stop and limit orders sit at IBKR alongside the app-side rules, so protection holds even if the software on your machine is not running.
- Strategies that watch across positions
- A strategy can open and close across templates on its own, with variables it remembers between evaluations and limits on how often a rule may fire.
- Risk you can see, before and after you open
- The Risk Lab simulates a single position or your whole book, live, and estimates how likely the rules attached to each position are to fire before expiry.
An options trading bot, without writing one
Most people who want algo trading on Interactive Brokers end up writing it themselves, because the API is right there. Getting a first order to fill is a weekend's work. Then you need order retries, reconnect handling after the nightly gateway restart, recovery for the entry that died half-filled, and a way to see what happened yesterday. Now you maintain a trading system instead of trading.
VolNinja is that system, already built and already debugged against the parts of IBKR that misbehave. You describe the trade and the rules around it in the interface, and there is no repository to keep alive.
IBKR automated trading, on your account and your machine
VolNinja runs on the computer you already own, as a desktop app on Mac or Windows or in Docker on Linux, and on a small server if you want it to keep working with the laptop shut. It connects to IBKR Gateway or Trader Workstation locally, the same session you would log into yourself.
Your rules, positions, and trading history stay on that machine. Orders go straight to your own Interactive Brokers account, and nothing routes through us. When you are away from your desk, you reach the same dashboard from a browser rather than screen- sharing into a remote Windows box.
Questions people ask first
Put your rules on Interactive Brokers
You write the rules. VolNinja executes them in your own account.