Hi J, I can partially see where you are coming from but how do you intend to make money once you find such options?
Also, SPY 94 Aug 09 Call (almost ATM) is trading at 2.43/2.46 and SPY 97 Aug 09 Call is trading at 1.21/1.24 - this still gives you the same 2 to 1 ratio? So why look 6-12 months away (I sincerely hope that you have some solid reasons behind it)... Happy trading...
Cheers Vikas
Thanks for getting back to Vikas. I appreciate it. I'm looking to place different ratio spread combinations with as large a breakeven spread I can create. To get just a basic visual of the underlying concept, if looking at a 6 month ATM SPY 100 call for 5pt. I would then look for 2 calls in the same month that are 2.5 pt each. Let's say that was the 105 calls. I would then look at the same thing in 12 month options, only this time, I'd find out that the 100 ATM calls were going for 8pts, but the 107.50 calls are 4pt each, which is the same ratio 2 to 1 ratio I'm looking for. The 6 extra months for me make no difference. I interested in the 2.5 pt larger spread. I'd continue this search in ETF's, Index Options, or stocks, similar to the S&P 500, regardless of time remaing until expiration.
J
go tothe furthest out strike that
--- In OptionClub@yahoogroups.com , Vikas Basantani <vikas.basantani@...> wrote:
>
> Hey J, you may wish to look at EEM option chains as well - it has fair bit
> of open interest for longer term options. What do you have in mind though?
>
> Cheers Viky
>
>
> On Wed, Jul 15, 2009 at 11:40 AM, asdfffg1 <joshuas7@...> wrote:
>
> >
> >
> > I'm trying to find out which index, index futures, index related ETF
> > leveraged or not, and/or index related stock, has the most option volume in
> > the further out months. By further out months I mean March and June of next
> > year. These can be ATM or out of the money. I know there's a huge diffence
> > in all of these concerning pt value, correlation, leverage ratio, margin,
> > etc. etc.
> > I'm only concerned with the highest option value for ANYTHING related to
> > the S&P, Dow, Russell, Nasdaq, S&P 400 or whatever else. So far, it looks as
> > if the SPY has the most volume by far. I'm having difficulty finding
> > detailed ATM options for the index's. I'd appreciate any help. Thanks J
> >
> >
> >
>
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