Simple Calibration
for Emini S&P and Nasdaq
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Calibration of 2 leg strategies
on Indexes S&P 500 & Nasdaq
without Implied volatility
For a position of 7 Micro Mini S&P,
5 Micro Mini Nasdaq are required to offset the difference in point value.
The point value of the Micro Mini S&P is $5 while the point value of the Micro Mini Nasdaq is $2.
Click on the button below if you wish to neutralise the difference in points and Implied Volatility between the Micro Mini S&P and the Micro Mini S&P.
The same reasoning applies if you want to trade the ES and NQ mini-contracts, which have a point value of $50 and $20 respectively.
You would therefore need 5 ES mini-contracts and 7 NQ mini-contracts to neutralise the difference in points $.