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  1. Vol's relation with CREDIT

    Equity Vols and CDS spreads are clearly related as both reflect the condition of the underlying company. Arbitrage is hardly possible due to CDS...
    Post by: tarifa888, Jan 28, 2020 in forum: Options
  2. What are the best options for a EUR denominated box spread?

    Most liquid Index in EUR is Euro Stoxx 50 https://www.eurexchange.com/exchange-en/products/idx/stx/blc/EURO-STOXX-50-Index-Options-46548
    Post by: tarifa888, Apr 26, 2019 in forum: Options
  3. Weekly vs Monthly Options

    The AM settlement reflect where the correct cash index price opened, same as PM settlement reflecting the correct cash close. If you unwind a...
    Post by: tarifa888, Apr 11, 2019 in forum: Options
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