Long call/short put butterfly combo

Discussion in 'Options' started by ferrycorsten, Mar 16, 2013.

  1. FSU

    FSU

    I will make this very simple.

    There is NO chance, NONE, that you as a customer can arb call and put butterflies in the SPX or VIX.

    Last prices are meaningless in discovering where the butterflies will trade.
     
    #11     Mar 17, 2013
  2. i understand that arb these days is impossible. i just wanted to test that a call fly and put fly are worth the same amount, and i was unable to do that.

    seems like arbitrage is so off-limits these days, it's not even worth mentioning in textbooks anymore.
     
    #12     Mar 17, 2013