Forum: Options
November 24th, 2014, 12:51 PM
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Replies: 7,370
Views: 2,002,112
oic.
I would argue against it, as you're...
oic.
I would argue against it, as you're long the synthetic 4x1 in puts/futures (short four puts at PF strike, short one futures contract). The ATM combo is the origin of skew (up and out strikes...
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Forum: Options
November 23rd, 2014, 04:49 PM
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Replies: 7,370
Views: 2,002,112
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Forum: Options
November 21st, 2014, 07:46 PM
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Replies: 7,370
Views: 2,002,112
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