Punching a few stocks tickers, I found one egregious exception
to that maximum pain rule. Ticker: CSIQ, for December 2009 option
expiration the max pain is at 20 and it closed at 26.86, at its
extreme. I have long noticed that its price is irrational, and this
is a proof of its price manipulation.
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Opps - for got the site
More MaxPain
Posted by hillsyde on 19th of Dec 2009 at 05:42 am
here it is....
http://www.optionpain.com/OptionPain/Option-Pain.php
one recommendation is to monitor
Posted by vnathwani on 19th of Dec 2009 at 06:32 pm
one recommendation is to monitor how max pain works over the coming 6+ months. (i say 6 just so you have some history of performance)
A few months ago, I think it was 30 or so S&P Points on the wrong side by options expiry v where max pain was
This may be offset by good months such as this month but thought i would throw it out there as a possible issue over a given # of months testing
Punching a few stocks tickers,
Posted by junkie on 19th of Dec 2009 at 10:32 am
Punching a few stocks tickers, I found one egregious exception to that maximum pain rule. Ticker: CSIQ, for December 2009 option expiration the max pain is at 20 and it closed at 26.86, at its extreme. I have long noticed that its price is irrational, and this is a proof of its price manipulation.