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Quote from daniel5198:

while we're at it, does anyone know where i can get options chains that include EOD bid-ask AND greeks (well, at least deltas) for FOPs such as ES and YM? I have tried the OIC and the exchange (CME ) . both said sorry, we don't have this data available. :(
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The exchanges won't give you greeks, but do provide EOD settlement prices which - for most purposes - are better info than EOD bid-ask spreads.
 
Quote from johnpinochet:

Funny how I was just curious about this question myself just today. I've traded options on and off over the years and recently have been exploring utilizing some of the various spread methods I've used successfully in stock options in the futures options.

So, to continue this discussion, any links to articles on this? I see volume and bid/ask spreads making this a deal breaker for me, at least with bonds.

Bottom line did anyone trade the ZB or ZN futures options today successfully? I ask as days like today in the ZB/ZN futures are my bread and butter. It would be nice to have the "option" (ha, ha) of letting an option strategy based trade ride for a day or two or longer.

I have an hourly system that has been nailing 1 - 2 point moves like clockwork in the ZB/ZN but I don't trade it directly. I trade around it intra-day. What I would like to do is incorporate a second strategy in options to take advantage of a longer holding time.

Any thoughts, ideas, comments or suggestions on bond future option strategies for my hourly system are welcome.
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I've been looking at the 10 year electronic options...great volume and tight spreads (not the pit traded options) check them out!
 
hey guys...really been looking at this...it totally seems like the "only" options on futures worth looking at to trade based on VOLUME and BID/ASK apread is the 10 year note electronic contract...not pit traded, just the elctronic...anybody trade these...your thoughts and experience?
 
Quote from increasenow:

hey guys...really been looking at this...it totally seems like the "only" options on futures worth looking at to trade based on VOLUME and BID/ASK apread is the 10 year note electronic contract...not pit traded, just the elctronic...anybody trade these...your thoughts and experience?
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yea, still this...agree?...thoughts?
 
Quote from increasenow:

yea, still this...agree?...thoughts?
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I've been looking too. They just might be what the doctor ordered. Have you given some thought to various option spread strategies? The only thing that bugs me about the bonds is the distance between strikes, i.e. a full point. Apparently the 10 year has half point strikes. Is this correct? I wonder how Iron Condors would work with the 10 year?
 
Quote from johnpinochet:

I've been looking too. They just might be what the doctor ordered. Have you given some thought to various option spread strategies? The only thing that bugs me about the bonds is the distance between strikes, i.e. a full point. Apparently the 10 year has half point strikes. Is this correct? I wonder how Iron Condors would work with the 10 year?
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yea it looks like the 10 year has half point strikes...very liquid...also...I noticed the 10 year electronic options trade alomst 24 hours per day...almost...not like the pit contract...I do not know about the condor...can you explain?
 
Quote from increasenow:

yea it looks like the 10 year has half point strikes...very liquid...also...I noticed the 10 year electronic options trade alomst 24 hours per day...almost...not like the pit contract...I do not know about the condor...can you explain?
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It isn't something I would use all of the time but I can see it coming in handy on occasion. I assume you are looking to do spreads etc versus outright buys. I gave up on outright buys a long time ago.

http://www.investopedia.com/terms/i/ironcondor.asp
 
Quote from johnpinochet:

It isn't something I would use all of the time but I can see it coming in handy on occasion. I assume you are looking to do spreads etc versus outright buys. I gave up on outright buys a long time ago.

http://www.investopedia.com/terms/i/ironcondor.asp
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I was looking at outright buys(swing trade puts or calls)...a spread is "selling/writing" one option while purchasing another offsetting...correct?seems like you would need many contracts to make a couple day good profit?
 
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