Subject:Fw: KCP Capital Markets Flash - You can buy 3x 105 SSP Call vs sell lx 95Put - and still to
From: Tazia Smith <To: jeffrey epstein <jeevacationQgmail.com>
…movement. As of 6/10/14) Let us know your thoughts, Tazia st Non-Advisory Clients Only Like the risk:reward here of this 1x3 - better than running outright long in SSP Underlying : S&P Expiry : 3mth 105 call is 9.1% vol mid ie 0.29% of notional (0.30% offer) 95 put is 13.5% vol mid ie 0.95% of notional (0.95% bid) Mid Forward 99.60 Buy three 105 Calls against selling one 95 Put…