Im looking into buying the OEX calls and shorting the oex cash(or vice versa) when things get out of whack. Anyone have experience or knowledge into this? How exactly do i calculate the cash position to be offset the option.
I read what has been written, but it doesn't discuss putting on the trades, calculating the deviation between the cash and option. Triple witching market on open imbalance is all unwinding of these type of trades and there are alot of people doing them.
Im looking into buying the OEX calls and shorting the oex cash(or vice versa) when things get out of whack. Anyone have experience or knowledge into this? How exactly do i calculate the cash position to be offset the option.
