Recent content by boba15

inertia_trader, while I appreciate your reply, I don't think it's correct: let's consider two 100% correlated instruments with a spread of say 5 points between them. That is, all the time the spread is constant: 5 pt, apparently, volatility of the spread is zero, so the call on this spread...

Hi, folks. Does somebody know how to construct a Call Option on an intermarket spread (say +1ES-2NQ)? So that it would behave the same as if +1ES-2NQ were one symbol? Any help is greatly appreciated.