|
Your answer and why. Which kind of risk remains if the option-adjusted spread is deducted from the nominal spread? A) option risk. B) credit risk. C) liquidity risk.
Started by Dreary on
, 18 posts
by 9 people.
Answer Snippets (Read the full thread at analystforum):
I would have thought Z-spread ....
So if you subtract OAS from nominal spread, you’re left with option risk.
Yes you’re risk.
For option risk) Nominal spread reflects options risk, liquidity risk and credit risk.
|
|
Posted 11 April 2012 - 07:46 PM
Im trying to get a passing game going from Oregons playbook but i set everything up with the inside zone read but quick audibles dont feature any good pass plays play action blocking sucks sooo much what do you spread option...
Started by KATOblaze on
, 20 posts
by 6 people.
Answer Snippets (Read the full thread at operationsports):
It has something to beat everyone you just have to be patient the animation if it is slowing... .
Hope this helps
Edited by dubvcrazy, 12 April 2012 in the Spread is definitely Strong Flood.
Wyoming is a good one as well.
For spread passing.
|
|
"How to Trade Box Spreads in Options"
ForexForums.com claims no ownership of the preceding information.
Started by Forex-Bot on
, 1 posts
by 1 people.
Answer Snippets (Read the full thread at forexforums):
|
Ask your Facebook Friends
|
For eg. Does the spread between say Feb. and March Nifty futures increase or decrease with the change in volatility of the underlying options.
Answer Snippets (Read the full thread at linkedin):
2) The actual bid-ask spread.
JC Brandon 1) The theoretical calendar spread between stock index futures contracts should be a function of dividend rates with respect to short-term interest rates.
|
|
What is the correct way to price option spreads at the globex for options on futures?
For instance the ES and its options have a tick increment of 0.25. So do the spreads have to conform to the same tick increment? The reason I ask is that in TWS, I see...
Started by chithi on
, 1 posts
by 1 people.
Answer Snippets (Read the full thread at elitetrader):
|
|
I am a newbie options trader and have a few questions that I would like to get some info on from the members. When considering Vertical Credit Spreads, although I understand the basic structure of the trade, I am reading differing executions of the play...
Started by Webby on
, 4 posts
by 3 people.
Answer Snippets (Read the full thread at bigmiketrading):
Once you understand gamma, you will know.
The position before expiration by buying back the spread you sold.
|
|
Need to navigate to Excel spread sheet and display in the browser. how could I do that ?
Started by TonyP on
, 6 posts
by 6 people.
Answer Snippets (Read the full thread at stackoverflow):
Hi,
I think you.
Office has an option to save the sheet as HTML, and I think Excel has that option, too.
|
|
Example scenario:
You are long 1x QQQ May 12 $64 put and 1x short QQQ May 12 $65 put (a put bull spread). Your margin requirement is $100. It is now expiration Friday in May 12 and QQQ is finishing around, say, $68. This means both puts will expire worthless...
Started by eratosthenes on
, 1 posts
by 1 people.
Answer Snippets (Read the full thread at elitetrader):
|
|
Posted 23 September 2011 - 02:29 PM
In the midst of custom playbooks being so broken theyre practically unusable, I have reverted to my '11 tactics of digging through teams' playbooks in order to find what I like. I happened to get lucky and the third...
Started by Boilermaker on
, 1 posts
by 1 people.
Answer Snippets (Read the full thread at operationsports):
|
|
I’ve looked at previous posts, and I’m even more confused now. I know for certain that if the yield curve is flat then: Nominal = Z spread if it’s an option free bond then: OAS = Z spread what I’m confused is: callable bonds have Z-spreads > OAS? Can...
Started by vicente on
, 5 posts
by 4 people.
Answer Snippets (Read the full thread at analystforum):
Yes Z > OAS Callable bond… Means option cost is positive ( Z-spread - OAS) > 0 Z-Spread< OAS Putable....
Yes, that is correct, for a callable bond: z-spread = OAS + cost of call option so z-spread is greater than OAS.
|
