I've decided to take the plunge and start trading options and I'm a bit puzzled about the multipliers for index options.
From the ASX site:
Description: 6375.0 CALL OPTION EXPIRING 19-APR-2018
Underlying asset: S&P/ASX200
Expiry: 19 Apr 2018
Exercise Price: 6,375.000...
Hi, newbie to derivatives here!
I'm looking to backtest a trading strategy involving ATM options, so I'm on the hunt for daily closing prices for both puts and calls. For no better reason than comfort's sake, I'd ideally like to use ASX data as opposed to US.
Anyway, the closest I've come is...
Hi all, first post here and relatively new to options trading.
I've found some previous posts and there has been some useful information but forgive me for any duplication on like-issues :)
In short, I'm just reaching out for some feedback as I feel I'm at a fork in the road with my...
I was recently looking over historical data (intraday) for options on individual australian equities, e.g. call and put options on BHP e.t.c., that are listed on the ASX. The data source is Thomson Reuters Tick History (I'm an academic so I can get access to this data through SIRCA)...
I was wondering whether anyone has another Option Margin Calculator that I can check the ASX's estimate against. The reason why I asked is that last month I sold some Calls and Puts and the Calculator stated that the margin would be $4500ish ( I under that the ASX states that it will be within...