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TP bhai, dont compare with spot.
Use with BNF.

The distance and price will be equate with BNF, bcos of Put-Call parity
Thanks.

Considering that, it seems that the reverse is the case here, the CE is at par/discount, while the PE has serious premium.



Will keep that in mind - the options are more aligned to the futures than spot.

For options, the future is the alpha.
 

travi

Well-Known Member
Thanks.

Considering that, it seems that the reverse is the case here, the CE is at par/discount, while the PE has serious premium.



Will keep that in mind - the options are more aligned to the futures than spot.

For options, the future is the alpha.
Also, weekly expiries will show skewed data.

So there are 3 expiries, today, next week and monthly.
therefore, there are 2 imaginary futures rates for today and next week.
Today being expiry, the imaginary Futures rate will converge to spot.

so if BN is 44100 and BNF monthly is +100pt prem, next week options will add up in between.
 
Last edited:
Also, weekly expiries will show skewed data.

So there are 3 expiries, today, next week and monthly.
therefore, there are 2 imaginary futures rates for today and next week.
Today being expiry, the imaginary Futures rate will converge to spot.

so if BN is 44100 and BNF monthly is +100pt prem, next week options will add up in between.
I get that.

My problem is that the snapquote shows "Underlying" as the spot price.

1686803046783.png


So, it is easy to correlate the option price with the underlying, in one window. Happens automatically now.

To relate with futures, I will have to look elsewhere and do a lot of calculations. That's tough for my simplistic scalping mind :D
 

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