Timeline for S&P ES Futures Pricing Vs SPY/SPX
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
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| Apr 19, 2023 at 15:49 | comment | added | AKdemy | Black scholes works, just not closed form (you need to solve eh PDE). However, these are price quoted listed options, meaning prices are anyhow readily available. Reversing that yourself (computing a vol surface, and solving the PDE) is very technical and a lot more complex than computing a fair future value. | |
| Apr 19, 2023 at 14:34 | comment | added | Steve237 | Thank you, this is great now! If Black.S won't work for Options, then what will? | |
| Apr 19, 2023 at 6:18 | history | edited | AKdemy | CC BY-SA 4.0 |
added 293 characters in body
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| Apr 17, 2023 at 20:09 | history | edited | AKdemy | CC BY-SA 4.0 |
added 406 characters in body
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| Apr 17, 2023 at 19:24 | comment | added | Steve237 | Yes Sure, but this doesn't answer what percentage difference the SPY is with respect to ES on a given day/hour. | |
| Apr 17, 2023 at 10:33 | history | answered | AKdemy | CC BY-SA 4.0 |