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semi_infinite

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semi_infinite

Re: pollyvonwog post# 12972

Thursday, 01/22/2015 10:09:59 AM

Thursday, January 22, 2015 10:09:59 AM

Post# of 20689
I could have also made the argument that option pricing showed 100% prob of touching a number +1.5 higher by June expiration so there was guessing on direction involved. The assumption of stationarity in price dispersion models is a big hairball So I won't suggest to anyone to look at option probs blindly without looking at historic data and news context.
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