Short maturity option data for Equity Index

Forde · October 2nd, 2007, 11:33 pm

does anyone have any current short-maturity implied vol/option prices for one the important Equity indices?preferably not SO short maturity that the data is corrupted by market imperfections or huge spreads?

Forde · November 3rd, 2007, 11:57 pm

same question again

pleoni · November 4th, 2007, 12:40 pm

I will send you a PM

Forde · November 5th, 2007, 11:33 pm

can anyone tell me what interest rate and dividend to use for valuing SPX options expiring on 7th Dec 07?Thx

pleoni · November 6th, 2007, 7:38 pm

the interest rate and dividend yield is included in the dataset I gave you