Globex options : implied pricing ?

Discussion in 'Options' started by TraDaToR, Dec 31, 2009.

  1. TraDaToR

    TraDaToR

    Hello options traders,

    I would like to know if there is an implied pricing functionnality on globex options like on futures calendar spreads.

    If yes, on which spreads does it work? Calendars? verticals? ...

    Thanks a lot for your help.
     
  2. CME does match implied options prices but for only a limted group of options strategies...cal spreads, verticals, stradle, strangle and I think a few more
     
  3. TraDaToR

    TraDaToR

    Thanks a lot.

    On every product? I guess it is the case on eurodollars, ES... but on ags, metals and energy?
     
  4. TraDaToR

    TraDaToR

    I found it on the price banding pdf. It depends on the product.

    Thanks again.
     
  5. I looked at the price banding report as well and it looks like I was wrong. CME does not support implied prices for options spreads.
     
  6. TraDaToR

    TraDaToR

    Yes I just noticed the "implied" column on the right.
     
  7. There are players out there replicating the implieds and I know the implied prices are generally tradable. There are a lot prices that can go into implied prices for options as you're dealing with much more than just calender spreads. This has to a ripe market with alot of potential.