I have a question about the valuation of SPX options. How do you do this?? I can't use the prices on my screen because of the big spread and I can't ask every day for a quote because the MM's don't like giving quotes without a trade. btw, execution quality is great. Although the SPX was really moving I got a nice price when I wanted to get out fast.
Thanks for the laugh. I can always count on ET to come up with some great ones. You know you got great fills, but you have no idea how to value what you're trading. Classic.