Ricky
What specific software are you referring to?
Cheers
James
--- In OptionClub@yahoogro
>
> On Mon, 7 Sep 2009 12:31:50 -0500, "mcatolico"
> <mcatolico@.
>
> >>
> >Just what is the most general statement that can be made about
> >decomposing an arbitrary options position into flies? I knew that
> >condors can be broken up that way.
> >
> >
> >MC - not sure what you are looking for.
>
> I am trying to get some sort of handle on what dissection is all
> about. Can an arbitrary options position (all expirations the same)
> be written in some neat sort of way as the combination of simple basic
> options positions? Of course it can in terms of individual calls and
> puts. But I am told that there are useful ways to write it in terms
> of not as atomic stuff, for example butterflies and boxes. OK, what
> is an algorithm for making such a dissection (decomposition?
> software is being sold to do such dissections, it has to follow some
> sort of procedure.
>
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