Nikkei 225 option on SGX

Discussion in 'Options' started by adamchubb, Feb 7, 2010.

  1. anyone looking at nikkei 225 option on SGX??? On IB, the IV of Mar is 25% and that of Apr is just 12%. Is that true???? If that's true, you can buy a calendar spread with positive gamma and positive theta.
     
  2. TraDaToR

    TraDaToR

    I got 24.5 for Mar and 24.1 for April for 10000 strikes on option trader. ????
     
  3. i think it's back to now. The IV was not correct in the morning.....