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发表于 2010-6-17 10:23 AM
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who knows SPY how much dividend payout?
tomorrow is SPY ex-div, so expect a small drop at the ope ...
90ufo 发表于 2010-6-17 12:13 
look at 111 put @ 0.67 and call 0.85, if you sell put and buy call, cost 0.18, like you spend 111.18 to buy spy when expire. current price is 111.6, so div is around 0.42
look at 112 put @ 0.124 and call 0.33, if you sell put and buy call, take 0.91, like you spend 111.09 to buy spy when expire. current price is 111.6, so div is around 0.51
so div should be >0.42, <0.51 |
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