Arbitrage option trading does it really exsist?

I trade 20K boxes a year. Even in my IRA.

 

Dude, stop being stalky. You don't know what you're typing. Let it go.

 

never found any arbs as a retail player - ok a few pennies here and there but trading 0nly 10-20 lots it's not worth the aggravation- certainly never found a box that could be arb'd

 

How does this work? Buy a box and borrow from your prime broker at a cheaper rate to pay for it?

 

If you buy the widest box possible using SPX options, for example, you get it at a discount to it's actual value. This discount is pretty much the treasury rate for that tenor, so it's effectively interest.