Cant think at which IV. Does it make you to pay some protection using far OTM options when dealing a spread on futures ?
As ajacobson told you, all that kind of stuff is associated with your hability to find a desk that would take the other part of the deal.
Ouch ! Backwardation was frightening then. Useful to know that.
I got it, thank you TraDaTor and as a seasoned trader do you have an idea on how large that spread between the two prices of different crops can...
If you got all option chains you can find every implied discrete div and implied ex-div date with a high degree of accuracy for a given maturity...
@ryker Thanks. Just saw the spread raising from 2 to 15 in absolute values during the session.
Does someone know why there is such a gap between ZW May19 and ZW July19 ? Is there a way to put a trade on it ?
@ Rachmaninov As a very beginner. I'm coming from the option side, running a book with partners on financial futures.
Yes from Paris. Used to read without contributing on ET years ago (12+).
Sounds good. Thanks.
I had a trade alike. Same result :banghead:. By the way, thanks a lot TraDaTor for this file, really inspiring. As a user of SeasonAlgo, would you...
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