Thanks for your reply.
I knew at the time of posting that the prices were wrong the pricing excluding commissions should be the same otherwise somebody would be able to arbitrage.
I will take a look on SPX options.
Thanks again.
Hi traders!
Is there a better way to hedge an imaginary 1mm portfolio?
Let's say that my portfolio behaves like the market so (beta=1)
1)I could buy sep11@125 puts for 0.94 premium (spy 131.52)
2)Or I could do it via options on ES-sep. (1309,75) 125000 premium 20.25.
1) I would pay...