Gentlemen Can you compare trading of options on different futures ? options on SP/american exercise/ against options on DEX and LFT/europh. exercise / Cross comparsion of options on SP,ES,CL,NG,GC,ZN,ED,EC Author would very pleased for relevant information
Hi There is a *tiny* bit here. But I doubt it's what you're looking for: http://www.elitetrader.com/vb/showthread.php?s=&threadid=52233 This (at the bottom) is probably all that is relevant: http://www.elitetrader.com/vb/showthread.php?s=&threadid=52233&perpage=6&pagenumber=2 Stephen Szpak
Dear Sir Sorry to inform you,but thema in both link's not direct related to question of the author . Was asked about difference of intraday trading options with different exercise style american against european ,where both are highly liquid . SP,DEX,LFT /difference of ECN for underlying also / To questions ,which was disscused in your thread ,you can ask/he answer/ www.markdcook.com ,read A.Baird/Market maker/ Options market making . If protection is first objective ,scalping second ,best is synthetic asset Long SPY ,sell call and buy put with equal price ,which is independent from current underlying price . IF underlying highly margined /sp,es/ short time volatility impuls can trigger margin call