Quotes on the CME Case Shiller home price index futures are marginally higher this afternoon (relative to yesterday, and as measured by mid-market values) after this morning’s release of the Case Shiller indices. The biggest gain took place in the LAXX18 contract (where there was one trade today). DENX18 is … Read More
I recently did a trade in DEN.G18.P2000 (that is, puts on the Feb ’18 DEN contract with a strike of 200. Here’s a graph that shows the P&L of the trade, were one to sell (write) those options at a price of 4.0.
I think that this is a useful … Read More