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
Option skew is pretty crazy..
SPX pop and drop x 3 days. Holding SPY puts ...
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 ...