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275%
volatility. The news is expected to be VERY important. That vol. #
is absurd. It essentially indicates a market in distress. Note also
the huge volume in the strike.
<FONT face="Times New Roman"
size=2>-----Original Message-----From: CP4w@xxxxxxx
[mailto:CP4w@xxxxxxx]Sent: Tuesday, February 17, 2004 3:34
PMTo: realtraders@xxxxxxxxxxxxxxxSubject: Re: [RT]
Calendar Spreads<FONT lang=0
face=Arial size=1 FAMILY="SANSSERIF" PTSIZE="8">Seems standard as far as I can
tell. RMBS FEB 30
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