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Just out of curiosity. What would happen if you sold a put spread in ES and you held it to expiry. Does it just expire like a SPX or SPY put spread and you just claim the full credit?
Do you guys have any recommendation where to check delta values for ES options. Although not ideal, I'm using IB right now and they have changed their delta calculations completely with the newer updates of their workstation. For example for the spread that Ron sold today I would have the following delta values: -0.0007 for p1650 and -0.0281 for p1905.
I have also access to delayed quotes on ToS platform (demo), but as the data is rounded to a large extent, I'm not sure that I'm getting similar results as you. Right now the correct spread I would assume according to ToS would be ESm7p1955p1730(2).