....sang Bob Dylan, and as far as the S&P is concerned, nothing could be closer to the truth.
Thus we will construct the following combo, based on class ES (Feb. 1nth, Mar. 15nth) Options:
Sell short Mar. '13 ES 1490 Call (now at $28)
Sell short Mar. '13 ES 1420 Put(now at $7.50)
Buy Feb...