Option skew is pretty crazy.. This morning, Oct 15 puts 15% out
of the money cost twice as much as calls only 5% above current
levels. A put 5% out of the money (P430) was 8x the cost of a
call 5% above (C475).
escob149 - I'm reposting your URL so that others can click on
it, thx for sharing. When posting a URL here just use the space bar
at the end and that will automatically create a clickable URL. Or
use the chain link in the wysiwig editor
SPX pop and drop x
Posted by retirefire on 2nd of Sep 2021 at 01:57 pm
SPX pop and drop x 3 days. Holding SPY puts no loss
feels like distribution (to those
Posted by ruscitti on 2nd of Sep 2021 at 02:11 pm
feels like distribution (to those diamond hand types)..lol
Was just noticing the same
Posted by fredsaid on 2nd of Sep 2021 at 01:59 pm
Was just noticing the same thing. My puts are in Nov and Dec.
what Strikes?
Posted by matt on 2nd of Sep 2021 at 01:59 pm
what Strikes?
SPY PUT sept 17 460
Posted by retirefire on 2nd of Sep 2021 at 02:02 pm
SPY PUT sept 17 460 srike
I have some Sept 17
Posted by jj4376jc on 2nd of Sep 2021 at 02:21 pm
I have some Sept 17 451's, so this move downward is helping, I'd like to have them in the money this week
Option skew is pretty crazy..
Posted by ruscitti on 2nd of Sep 2021 at 02:40 pm
Option skew is pretty crazy.. This morning, Oct 15 puts 15% out of the money cost twice as much as calls only 5% above current levels. A put 5% out of the money (P430) was 8x the cost of a call 5% above (C475).
Same thing happened before the
Posted by escob149 on 2nd of Sep 2021 at 03:15 pm
Same thing happened before the Crash of '87... https://onlinelibrary.wiley.com/doi/10.1111/j.1540-6261.1991.tb03775.x
escob149 - I'm reposting your
Posted by matt on 2nd of Sep 2021 at 06:04 pm
escob149 - I'm reposting your URL so that others can click on it, thx for sharing. When posting a URL here just use the space bar at the end and that will automatically create a clickable URL. Or use the chain link in the wysiwig editor
https://onlinelibrary.wiley.com/doi/10.1111/j.1540-6261.1991.tb03775.x
Looks like you gotta pay
Posted by fredsaid on 2nd of Sep 2021 at 08:44 pm
Looks like you gotta pay to read it ...