Comment on Greek Interactions

Karthik Rangappa commented on 28 Jul 2018, 08:51 AM

Mani, if the option premium is around 10 or 12 and the difference is say around 1 or 1.5, then clearly this is a large spread. Likewise, if the option 100 and the difference is around 1 or 1.5, then its still not so great but alright. End of the day, you will have to quickly measure this spread as a % of the premium. Higher the %, lower the liquidity and otherwise.

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