Trading KOSPI option contract just like a futures contract

[def]

Quote from kiwi_trader:

Can anyone advise the risk free interest rate to be used when calculating approx KOSPI option values please?

Korean cash/margin gets deposited with the KSD which currently pays around 1.5%.

 

[TickJob]

where can I find historical intraday charts on the future index?
what is the average daily price range?

 

[fengshui-123]

interactivebrokers.com TWS has free charts

click here: http://www.fengshui-123.com/charts/k200.htm

 

[fengshui-123]

click the following to compare the charts of options against future

http://www.fengshui-123.com/charts/k200opt.htm

 

[just21]

The index value has appeared on the options page. Also closing prices now appear in the european day after the market closes. I presume the model prices and greeks will be calculated now. Thanks IB.

 

[TGM]

Quote from fengshui-123:

click the following to compare the charts of options against future

http://www.fengshui-123.com/charts/k200opt.htm

I am a US citizen so I have yet to traffic in the Kospi. How do you like trading the options? Do you just buy and sell the most liquid ones? Like the nearest call etc? What are the margins like on the options?

 

[just21]

The margining system Tims is similar to Span apparently. The model prices and greeks did not appear as I thought they might after the index price appeared on the option trader page. I have model prices on other pages is there something I should turn on in TWS?

 

[just21]

How many minutes is the index open before the futures and options? What is the last size and volume on the index?

 

[just21]

The closing prices on the options in option trader are a day out of date.

 

[just21]

What figure have you got for historic volatility? I am getting 16.3579 from metastock for 21 day high/low vol.