Could someone explain me how optimum value can be at a different place than an option exercise price ($35 or $36).
Do they take the average of the weighted maxpain of all the component? If so does some play (I don't find the word now for this function of selling the overpriced part and buying the undervalued part between an index and it's component)?
Bacc (o) I'm the target “Those who can make you believe absurdities can make you commit atrocities.” -- Voltaire