A adamchubb Feb 7, 2010 #1 anyone looking at nikkei 225 option on SGX??? On IB, the IV of Mar is 25% and that of Apr is just 12%. Is that true???? If that's true, you can buy a calendar spread with positive gamma and positive theta.
anyone looking at nikkei 225 option on SGX??? On IB, the IV of Mar is 25% and that of Apr is just 12%. Is that true???? If that's true, you can buy a calendar spread with positive gamma and positive theta.
TraDaToR Feb 8, 2010 #2 I got 24.5 for Mar and 24.1 for April for 10000 strikes on option trader. ????
