SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Politics : Ask Michael Burke
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  
To: Knighty Tin who wrote (58943)5/9/1999 10:59:00 PM
From: Richard Nehrboss  Read Replies (1) of 132070
 
Mike et al,

If I'm calculating correctly, the premium for SPX puts versus OEX puts is less.

Any idea why this is? Same underlying, right?

I understand the SPX is a Euro style with exercise only on day of expiration, but does the affect the model?

I'm specifically looking at SZPSE versus OEYSD.

Thanks in advance for your attention.

Richard
Report TOU ViolationShare This Post
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  

HomeMailHotSubjectMarksPeopleMarksKeepersSettings
Terms Of UseContact UsCopyright/IP PolicyPrivacy PolicyAbout UsFAQAdvertise on SI
© 2025 Knight Sac Media.  Data provided by Twelve Data, Alpha Vantage, and CityFALCON News