Can't we all just get along? Gee wiz!
I hope you guys aren't buying TFD. Bidding 1860 to flatten, and 1853.75 to go long.
You buy more because it is cheaper
Duh!
Can you post a time when indices have gapped down 25% like your proposed scenario ?
short 1860
Shorted 1868.25 adding 1874, stop 76.75- Day
Longed 1857.5
March or June contract ?