Implied Volatility Calibration
for Emini S&P and Nasdaq
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Calibration of 2 leg strategies
on Indexes S&P 500 & Nasdaq
with Implied Volatility
For a position of 10 micro mini E-mini S&P, we will hedge our position with 5 Micro contracts Nasdaq.
To save brokerage fees, you will certainly trade 1 Emini S&P against 5 Micro Nasdaq, MNQ.
Our strategy is to follow the profile of the spread to enter more or less aggressively on the hedge leg.
All this sounds a bit complicated? you can train yourself with JP Ferra or ask a question
These are various scenarios that we have listed where you can mix Mini and Micro contracts.