T trefoil May 24, 2012 #31 That's what it says on that site: expiration 16 June at 21.67, 21 July at 24.39.
A atticus May 24, 2012 #32 Quote from trefoil: That's what it says on that site: expiration 16 June at 21.67, 21 July at 24.39. More... Perhaps that is some dissected cash calc per duration. If so, cool. Edit: Yeah, it would have to be tied to opex. I just bought the VIX 16/23/30 June op fly for 3.15 risk (iron, short g).
Quote from trefoil: That's what it says on that site: expiration 16 June at 21.67, 21 July at 24.39. More... Perhaps that is some dissected cash calc per duration. If so, cool. Edit: Yeah, it would have to be tied to opex. I just bought the VIX 16/23/30 June op fly for 3.15 risk (iron, short g).
A atticus May 24, 2012 #33 Long 1 Jun outright (25.72) and long 4 of the Jun 24 synthetics from 1.75 to hedge the fly. Small hedge.
Long 1 Jun outright (25.72) and long 4 of the Jun 24 synthetics from 1.75 to hedge the fly. Small hedge.
