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发表于 2009-12-18 01:33 PM
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33022
Cobra 发表于 2009-12-18 10:01 
Cobra,
Does this chart has latest data? From yahoo SPY option data, ( following), it seems that yahoo data has different OI pattern.
CALL
110.00 FYNLF.X 0.12 Down 0.32 0.12 0.13 125,441 146,399
111.00 SPYLG.X 0.01 Down 0.09 N/A 0.01 23,921 188,171
112.00 SPYLH.X 0.01 Down 0.02 N/A 0.01 2,117 108,927
PUT
105.00 FYNXA.X 0.01 Down 0.04 N/A 0.01 4,629 267,193
106.00 SWGXB.X 0.01 Down 0.06 N/A 0.01 12,353 181,262
109.00 SWGXE.X 0.04 Down 0.26 0.03 0.05 79,561 119,629
109.00 RDQXE.X 1.19 Down 0.14 1.13 1.19 3,030 100,522
110.00 FYNXF.X 0.30 Down 0.33 0.27 0.28 126,539 168,035
111.00 SPYXG.X 1.17 Down 0.11 1.18 1.22 16,436 119,749 |
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