Quote from oei:
This morning, I checked Fair Value in programtrading.com: 0.52
vs in indexarb.com: 2.77. Why is there such big discrepancy?
And which one do your guys use?
Today was rollover, Index arb was correct. ProgramTrading still has yesterday's value.
For the Friday (triple witching options expiration), do you put in next month sp future value or current month?
Good luck to all of you, hope this option expiration will be good for OPG.
As of today, you should be using the June contract.
Never heard of it.Also, does anybody know if they already got the PMI (Premarket Indicator) disseminated by NYSE prior to market Open?