The AMEX FRO (Fixed Return Options) Thread

Discussion in 'Options' started by rickf, May 8, 2008.

  1. OTC equity exotics [street-volatility] are a very small market. Index exotics are 30x larger in notional-trade, but still microscopic when compared to the volumes traded in FX. I would like to see a FLEX-market develop, but volume begets volume, and there is no primary offset. Nobody on the OTC side is looked for listed-product to replicate an OTC trade. They cannot be arbed against any listed product which will limit initial retail interest. I'd like to see the PHLX roll-out FX exotics. That contract would trade.

    VIX futures saw no action until VIX options were rolled-out.
     
    #61     May 17, 2008
  2. I read a paper when vix options first came out stating that they were purposely tied to the futures as a mean to stimulate volume in both products. Great call by the CBOE in retrospect.
     
    #62     May 18, 2008
  3. Good point, atticus. Thank you.
     
    #63     May 18, 2008
  4. Has anyone quoted FROs on IB? Redi? Lime?
     
    #64     May 21, 2008
  5. #65     Jun 4, 2008
  6. This explains them:

    http://www.tradeking.com/AdTrack/TYO0508FR0FR010/FRO
     
    #66     Jun 4, 2008
  7. So far it looks like you need to hit the bid to get filled, is anyone actively trading these, not all brokers are offering these. Besides Tradeking, Options Express any others.

    At some point the CBOE is supposed to roll out some binary options.
     
    #67     Jun 4, 2008
  8. TYtrader

    TYtrader

    Yes, they are like gambling, but so are a lot of optoins strategies.

    i kind of look at like buying a call or a put, but with limited upside potential.
     
    #68     Jun 4, 2008

  9. Speaking of…Big Brown = Black Swan, lol , dead last.
    Did Victor N bet 1mil on show to win an “easy” 50k and blowout again ?


    :p
     
    #69     Jun 7, 2008

  10. http://www.reuters.com/article/marketsNews/idINN0943920080609?rpc=44
     
    #70     Jun 16, 2008