The strikes are at 15 and 40. Last print was 37.85, and it was up right around 40 this morning.
All, I put on a short box spread on UNXL for 0.45 credit above the difference in strikes, but now the stock shot up near my upper strike and...
x2. Atticus, your posts have been extremely helpful in my options education. Much appreciated. Cheers! :D
Here's a classic one in a different vein. http://www.riskdoctor.com/Downloads/OTTHRLITE.pdf
glad I could be of service! ;)
OP - Put another way, how likely is it that these exact options are consistently mispriced, essentially forever? Much more likely that some...
Not a specific link, but you can find a number of gems (that cover e.g., variance swaps, like in your link) by google searching for: goldman...
Those spreads are critical. Theoretical values and last prices don't matter if you can't actually execute the arb trade(s) for a net profit.
Lemme see if I can explain the question a little better. Sprint is currently in the high $5 range ($5.92 right now), and it's been hovering there...
If you struggle with the quant finance maths at first, Neftci is a good, soft intro, and so is Wilmott. For me, at least, intuition about how...
Above post has the option chain, attached to this one is a screen print of the salient parts of the announcement. Here is a link to the rest:...
All - Long time lurker - first time poster. I noticed an apparent arbitrage opportunity (PCP violation) in Sprint (S), and it's not based on...
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