Forum: Options
January 8th, 2013, 02:00 AM
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Replies: 5
Views: 2,519
Hi Bookworm,
Yes i tested on the futures...
Hi Bookworm,
Yes i tested on the futures alright that's where i initially got the data from but due to rollover etc i wanted to use option's as its hard to know if the data used has rollover jump...
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Forum: Options
January 7th, 2013, 03:17 AM
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Replies: 5
Views: 2,519
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Forum: Options
December 30th, 2012, 07:50 AM
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Replies: 5
Views: 2,519
effect of future rollover on option prices
What is the effect when futures rollover on options whereby price of the new future for delivery is higher than older future contract.
Example: corn option dates On rollover we see time and time...
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