Details on skew blog: Click Here.

X Apr 65 and 75 calls are getting sold today ~25,000 times in total. This has created a smallish skew kink in the upside calls in Apr. I have providd a rudimentary chart below to further the point. Click the image to enlarge it.

http://www.livevolpro.com/help/disclaimer_legal.html
No comments:
Post a Comment