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Why do you say June is the toughest?

That's an arb opportunity? I just wanted it so I'd be starting out neutral, as opposed to already in the hole and needing the price to climb just to break even

I see. I know not to trust Yahoo for real time, but incorrectly thought over the weekend it would be accurate since trading stopped. If I were to trade SPY options, how likely is it that I would find call contracts with: strike price + premium = current price, such that I would break even...

New to options, but looking at the prices listed on yahoo for SPX options: http://finance.yahoo.com/quote/SPY/options?p=SPY&date=1477008000&straddle=false For example, take the 10/21 call contract with strike of 199.00. The premium for this is listed as 13.80. 199 + 13.80 = 212.80; however...

When looking at contracts with the same expiration date, I would expect a call option that's $5 out of the money to be priced the same as a put option that's $5 out the money, but I often see discrepancies (most often with the call priced higher). Does this in anyway signal that buyers of...

Great explanation. Thanks so much.

Thanks Mike. That's helpful. Do you know where can I get more information on the rules of this closing auction period? From what I read, new bids can be made during this time, so how does it differ from the regular trading hours when bids are matched with asks? Also, is there a reason why...

Trading is listed as ending at 16:00 EST for EUREX futures. However, when looking at past data for EUREX futures (e.g. STOXX 50), I often see activity stop right at 16:00, stay null for a few minutes, and then about 50-200 contracts traded at 16:03. How can that be? Is this related to the...

In other words, if the value of ES is the same as the index value (minus dividends, interest etc), then how can the future value be considered a prediction of what the index will do in the future? It seems like just a copy.

In my online readings about the ES contract's relationship to the S&P index, I see two themes repeated by reputable sources: 1) the front ES contract and underlying S&P index move step and step, minus correction for carry effect and dividends. 2) The ES contract is a speculation based on what...

I'm not dying to trade Kospi200. What alternatives would you suggest? (for a US trader)

CME has a partnership with KRX now, so the CME offers KOSPI index futures when the KRX is closed (which of course is during the USA peak trading hours). I'm just wondering how data is handled in this situation and if there are any extra fees besides the typical charge for the CME exchange data...

Does anyone on this board trade these? How does that work in terms of data feeds? Do you get streaming data from your CME subscription, or do you need KRX data feed?

I'm learning about futures now (not trading, but plan to trade one day). I've see that the Russell index futures are transitioning from ICE to CME (http://www.reuters.com/article/cme-lse-ice-idUSL1N10E2JZ20150803). "Derivatives based on the Russell 1000 indexes will be listed on CME in the...

Does Ninjatrader really only require $500 for 1 ES contract? I must be reading that wrong. 500 would be wiped out in a 10 point move.

(I should mention, I'm talking about sources like Yahoo, Google, etc)

When looking at future index prices, what do they mean by "% change"? Percent change relative to when? Last week? Yesterday afternoon? 23:59? 00:00? Is there a standard for percent change calculations, or does each source calculate it differently?

Thanks to you both! I know there had to be some nice explanation.

I've been looking at data from the past 5 years on EUREX traded futures and can't make sense of the typical high-volume moments seen in most instruments. According to their website, EUREX trading hours are 7:30 - 22:00 CET (1:30 - 16:00 EST)...

Equities seem to be much more volatile in comparison to the bid/ask spread we have to pay to play them. Futures, on the other hand, don’t move many multiples of their bid/ask spreads on a given day. Compare BAC to ES Mini: BAC typical bid/ask spread = 0.01 Current movement for today = 0.40...