Hi All ,
Assuming DJI index options are american settled :
Use following strategy :
Sell 249 strike 9 feb expiry option @2.4
Buy 250 strike 16 feb expiry option @ 3.22
Assuming american style option you can exit 16 feb option on 9 feb .
If not american style settled than above strategy of no use.
No over leverage , just buy 1 or 2 lot depending on your...
