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Options, short vol, in particular?

Gotcha. Thanks.

Ok, I must bemissing something because on my IB screen right now the March 23 futures are 3874 and change and the June 23 futures are 3907 and change, a spread of 31-33. Are you saying the spread doesnt change even up to a day before the front month expires?

So, if say long March and short June, I am just capturing the risk free interest rate-income yield, wouldn't that be a juicy return for three months, given SPAN margin, of course.

The link on the bio was good, but was really looking for intra-market and ES only.

Just the end of the year killing time research: Even with low margin, is there a real definable roll yield, as there is with the VIX, when say spreading March and June e-minis? I'm kind of lost on what to watch for in terms or trading this as a spread, if anyone does. What are the factors? Any...

Oh, one possible complication I see in the data, is that to just take every fifth line of data won't give me a weekly figure, as some days there is no trading because of a holiday or some shut down. Work might be needed, no?

Hey guys, thanks for this. I'm a newbie at coding but totally game. Can you baby-step by baby-step? I have the daily data in Excel.

Ugh.

Tks, Will check it out for futures options, like on ES. Stop me if they don't offer.

I am trying to see is how many times the SP 500 scored a 8% or better return from a Monday open to Friday close, compared with a Tuesday open to Monday close, a Wednesday open to Tuesday close, a Thursday open to Wednesday close and a Friday open to Thursday close. Yes, I could download the...

k tks all.

Something where I can see live prices in Excel?

Ah, got you mixed up with Optimus. Apologies.

I like the margin on that spread, I'll admit. But I'm having some trouble getting over you size and Boca Raton location. The town's rep is, well, you know. (Btw, I used to live there.) Let me ponder.

What about VIX futures? Margin on a short M1 long M2 spread?

I had some trouble finding out how to get margin on ES options spreads, but before I get to that, I have to ask: no VIX options? If not, that's a deal killer.

Sure what the hell

You know, I spent about five minutes on your website, and when I clicked demo it just took me to a bot that wanted my email address. The site is pretty cluttered, too. Just a FYI.

Tks. Only heard of AMP.