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was: Re: FED cut forewarning
Bob Fulks <bfulks@xxxxxxxxxxxx> writes:
>Isn't the only sure protection deep out-of-the-money options?
>Pretty cheap insurance against shock moves.
That's the only way to guarantee your price.
Anyone know what the premium curve looks like these days
for S&P options? How far out do you have to go for
this sort of insurance to be "cheap?" What sort of
overhead would you have to figure into things to use
this sort of protection for daytrading?
Jim
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