A $100 reward….

Related to accessing a new broker……

I’m in an awkward situation where the CME has rolled out option trading on the Case Shiller home price index futures for certain regions, but I’m not able to post quotes on those new put contracts (i.e. the ones for BOS, DEN, LAV, MIA, … Read More

Call Options

In my Sept 2 blog I noted that I’ve started to populate quotes for puts.   Recall that there are only four regions with electronic quotes (CUS-10 city, CHI, LAX and NYM) and that most of the inquiries that I’ve received has been for short-dated (e.g. <2 year) protection. Here, I’d … Read More

Option Prices -Aug 9

I’ve had a handful of inquiries related to options so I figured that I’d use some down time to dust off my option pricing model and give the topic some attention.

The table below shows my quotes on the four electronically traded regions.  Recall that options on other regions can … Read More