while we're at it, does anyone know where i can get options chains that include EOD bid-ask AND greeks (well, at least deltas) for FOPs such as ES and YM? I have tried the OIC and the exchange (CME ) . both said sorry, we don't have this data available. :(
why do you guys have to be so negative? i found the guy quite useful. i USED TO USE HIS ADVICE AS A CONTRARIAN INDICATOR, AND MADE nice money off of it. you see, you can always find something positive in everything :D
i was planning to gamma trade it today. buy a put 30 min after the open and gamma trade the stock against it during the day. close everything as the markets close.
i have asked IB that ,but (surprise surprise) couldn't get a straight answer. I understand that long call + short stock = long put, but what would be the margin requirement for a partial synthetic- e.g.- long ATM call +short 50 underlying ??? tnx.