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Vol's relation with CREDIT
Equity Vols and CDS spreads are clearly related as both reflect the condition of the underlying company. Arbitrage is hardly possible due to CDS liquidity on single names. But relatives value plays set up with CDS and Eq Options is a common strategy. As well you can observe the quotation of the... -
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What are the best options for a EUR denominated box spread?
Most liquid Index in EUR is Euro Stoxx 50 https://www.eurexchange.com/exchange-en/products/idx/stx/blc/EURO-STOXX-50-Index-Options-46548 -
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Weekly vs Monthly Options
The AM settlement reflect where the correct cash index price opened, same as PM settlement reflecting the correct cash close. If you unwind a basket of shares that replicate the S&P in the opening or closing you will be executed on the first paid price or for the closing on the last paid price...