RE: Pricing on Knock In Puts (Martin Zeman)

Subject: RE: Pricing on Knock In Puts From: Martin Zeman Date: Fri, 15 Feb 2 1/1111111.11= To: Richard Kahn < > Cc: Davide-A Sferrazza Liam Osullivan Stewart Oldfield Hi Richard, I checked with the desk and we don't quote barrier options with less than 30 day maturities. But we're good to trade vanilla options. We'd prefer to transact listed options and the two best options are either directly on SPX or we could also do those on SPY etf. Based on the distance from current levels you