Options Strategies
What Greeks or discrepancies do you actually watch for conversion arb in SPX before it disappears?
conversion arbitrage put-call parity Greeks
VixShield Answer
This is a great question about what greeks or discrepancies do you actually watch for conversion arb in spx before it disappears. When approved, VixShield's editorial team will provide a full answer based on Russell Clark's SPX Mastery methodology.
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