|
PureBytes Links
Trading Reference Links
|
Isn't it odd to find these prices on the July contracts just out of the
money, with two days to go:
OEX: 913.87
July 915 Call: 3 1/2 last (3 1/8- 3 1/2)
July 910 Put: 3 1/8 last (3- 3 1/8)
There's no bias toward the calls. Perhaps a clue that somebody plans to
dump a major basket of stocks tomorrow? Maybe, but both sides are still
cheap compared to recent months with 2 days left. No extra premium for
the increased volatility. Seems really strange. The prices are saying
the players don't expect much movement by friday.
Wayne
|