Polo
From: OptionClub@yahoogro
Sent: Tuesday, June 15, 2010 7:20 PM
To: OptionClub@yahoogro
Subject: [TheOptionClub.
Marco
--- In OptionClub@yahoogro
>
> E-Mini Crude (QM), is half the size of CL, and doesn't offer options. Using both of these markets, (CL and QM), is there a synthetic equivalent that can be created to mimic half of the value of a put ratio spread of both the purchased long put and the two sold OTM short puts. It would consist of a long CL put and two OTM short CL puts for around even money. The synthetic version I'm trying to create, would be the equivalent of 1 long ATM QM put and 2 short OTM QM puts (or 1 short CL put), for around even money.
>
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