Recent content by rtudor

Thanks Jack I appreciate your help so far. I guess my question is what is the equation we can put in to solve for the RR/combo instead of just randomly putting numbers in. Or am I'm being daft and there is no equation for this. We have to instead make up the strike prices so long as they fit...

Hi Jack still a little confused though at how you've priced the squash at 4. Let me know if I'm being dense What we know is the CS is trading 4. From that we can work out the PS: (Box - CS). We can also work out the Straddle Spread. How are you getting the squash price? I do get the high IV...

apologies 4+ intrinsic for the put. Squash/combo is the same as a collar. Long the put, short the call at the higher strike ie. Long 97.50 put and short the 97.625 call. Trying to sort out to to price the individual strikes off this data

I have a question about calculating the value of the squash/combo Say for instance: 97.50-97.625 Call Spread is trading 4 and futures are trading 97.58 I know to work out the Put Spread is just the Box - CS: 12.5 - 4 = 8.5 I know the straddle spread is the difference between CS and PS: 8.5-4...