options will always allow you to hedge yourself flat during lock limit up/down. They are still trading. Do a conversion/reversal and you are than market neutral. The floor will make you pay a premium for this but you can protect your risk Robet
Not in the S&P's. They want a BIG running start. Sabena: I have traded futures for 10 years, and for the last years at 200K contracts per month. I HAVE NEVER BEEN IN A LIMIT MARKET. Please have a clue.