near term ITM option surge

bayliner1979

Bingo.
Then (if the option player is right) JCP will close at about 22.5 on this OE.
If SPX follows the same pattern, then SPX will close at about 82x on this OE.

I just noticed the open interest of 17.5 call April is gone. the max pain of JCP shift form 17.5 the day before yesterday to 20.00, seems like it's bad for bear. The retailers may not drop much in the ...
wmi2009 发表于 2009-4-7 08:21

benmao