| Someone might be expecting around a 150-point decline in the S&P 500 Index (SPX) this week, with the second largest open interest off all weekly options located at the SPX 1275 put strike that expires on October 26th. It is difficut to tell whether it is sell (to open) or buy (to open) volume that created the majority of this open interest, as the percentage that went off at the bid and ask were 45% and 37%, respectively on 10/19. On 10/17, 65% of the 3,202 volume went off at the ask, indicating that someone is expecting a sharp downturn. |
发表于 2012-10-23 11:25
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