http://www.optionistics.com/f/strike_peg This is different from
the Max Pain calculator at
http://www.optionpain.com/MaxPain/Max-Pain.php which is at 105 The
strike pegger site says that it gets more accurate the closer we
get to options expiry. I don't recall the optionpain.com site ever
changing no matter how early in the month I look at it. Mouse over
the strike peg chart and it will give you the # of puts, calls and
total for each strike price
Max Pain strike pegger - 110 for SPX
Posted by erty on 9th of Sep 2010 at 08:32 pm
http://www.optionistics.com/f/strike_peg This is different from the Max Pain calculator at http://www.optionpain.com/MaxPain/Max-Pain.php which is at 105 The strike pegger site says that it gets more accurate the closer we get to options expiry. I don't recall the optionpain.com site ever changing no matter how early in the month I look at it. Mouse over the strike peg chart and it will give you the # of puts, calls and total for each strike price
interesting site - have you
Posted by sandlamp on 10th of Sep 2010 at 08:48 am
interesting site - have you had much experience with it? How is it's accuracy?
Thxs
I just found it yesterday
Posted by erty on 10th of Sep 2010 at 08:57 am
I just found it yesterday evening and haven't had a chance to look at the site much yet