Update on Options Feb ’18 (Dec ’17 index)

I’ve updated a table of option pricing on the CME Case Shiller futures for Feb ’18 expiration.  I’ve picked Feb ’18 as the index released that month (the value the options/futures will settle on) is the Case Shiller index value for Dec ’17.   Thus we can get into debates not only about year-end projections, but volatility around those forecasts.

I’ve selected strikes that are closer to the futures prices than my April 5th blog, but that are still slightly out-of-the-money, as that seems to be where there’s the most interest.

The other change for the last version of this table is that I’ve included quotes on the four CME contracts that I’m able to post quotes electronically.   I’m able to clear puts on all of the other regional contracts, once a trade has been arranged.

Bids and offers are posted 1×1, and at fairly wide spreads, just to prompt debate about clearing values.  I’m open to facilitating a trade on any combination of puts (e.g. across regions), or for puts and futures.  It’s also possible to trade any other expiration, and any strike (with 5-point intervals), so fee free to contact me (johnhdolan@homepricefutures.com) if you have any questions or trading ideas.

Thanks,

John