Thanks - a bit lucky with the straddle really - I didn't feel particularly in control of the situation. Thinking of getting short vol again soon but can't read the entrails at the moment.
Definitely saw the arb between cantor and IG before xmas I stared at it all afternoon saying "can't be right" but I don't know how frequent these are. They are usually skewed but not that much - might have been a post xmas lunch aberation on the part of the dealers. Of course had I tried to deal might have got the old "Due to market volatility or technical issues........" from Cantor esp. if in large size. If I see others I'll try to post in real time so people can marvel at it or even deal. I don't tend to go hunting for these arbs much - I'm a bit like the two efficient market theorists and the pound coin on the pavement. I only noticed as I had the straddle on and couldn't quite understand my p/l figure.
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