Volatility spiked on Gold. Premiums rise also as a result. If
you haven't yet, read about how delta, theta, and the other greeks
affect the price of options.
Its the same as selling Apple puts.... and the stock goes up and
so does the vol in the market.... the puts go up in value
sometimes based on the vol in the market
Strange GLD call options
Posted by dkim on 23rd of Sep 2011 at 01:20 pm
I bought 168 call options Sep 30 for 1.40 when GLD was at 162. Now it is down almost 3.5 to 158.5, yet the call option has not lost the value....
How is this possible?
Volatility spiked on Gold. Premiums
Posted by cw12 on 23rd of Sep 2011 at 01:33 pm
Volatility spiked on Gold. Premiums rise also as a result. If you haven't yet, read about how delta, theta, and the other greeks affect the price of options.
volitility goes up so do the options.
Posted by zach06 on 23rd of Sep 2011 at 01:25 pm
Its the same as selling Apple puts.... and the stock goes up and so does the vol in the market.... the puts go up in value sometimes based on the vol in the market
dkim - the put options
Posted by steve on 23rd of Sep 2011 at 01:21 pm
dkim - the put options are up huge (beta is rising)
IV?
Posted by jambo1 on 23rd of Sep 2011 at 01:21 pm
IV?