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发表于 2011-9-14 01:41 PM
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本帖最后由 oldpigwang 于 2011-9-14 15:01 编辑
回复 ByStander 的帖子
Talk about Spy OE option:
spy 123 only has 119k contracts @ $ 4.21.
123 put: $4.21x119k=$501k
spy 120 put= $1.84x 412.6k=$759k
But any way, when 120 p got killed, 123p will be dying too. Then, Friday, MM has to kill calls hard too.
At spy 120, we have 265K contracts at $0.93, high amount in call side. $0.93x 265k=$246k. Less threaten to MM. |
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