|
楼主 |
发表于 2012-2-8 11:48 AM
|
显示全部楼层
本帖最后由 oldpigwang 于 2012-2-8 12:43 编辑
By checking Spy option chain, both OE Feb 10 ( weekly) and OE Feb 17( monthly)
the call side total $$ value is way higher than the put side total $$ value.
Unless you believe all the calls are belong to the MM, which is not practical, we should expect
a spy pull back possible start on Friday, Feb 10, to kill weekly Feb 10 calls,
or more likely, next week, to kill Feb monthly calls. That kind of killing, may happen in a sudden move.
Pull back target, max pain? or higher. Or a slow movement killing by time value. |
|