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Not as good a buying the call and trading the future against it.
----- Original Message -----
From: Zaitzeff@xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
To: realtraders@xxxxxxxxxxxxxxx
Sent: Tuesday, January 09, 2007 5:39 PM
Subject: Re: [RT] sp 500 cash 1383
Hi Ben, thanks,
I assume then that selling a March SnP 1425 January Call and buying a 1415 Put, now at something close to theoretical, expiring in 10 days, would be a good trade. Zait
re: profitok@xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
this may only happen in 1-3 days
Ben
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