MURICO.com Forum

The V/Z spread is now on my radar since the - -

ZZZs have expired. In the last six years when there were 180 trading days of life left to the spread, it has averaged +4.93. The high settlement during that time was 15.3 posted on 6/28/14. The low settlement was -4.725 posted on 9/30/17. The six year average cash settlement was 6.60. The high cash settlement was 14.62 posted in 2014 and the low cash settlement was -1.90 posted in 2017. The spread settled Friday at 5.325. I have orders working to buy the spread at 5.20 on a dip or to sell it at 5.90 on a rally.

Best wishes,

dhm