SPDR S&P 500 (SPY): 2bit, the R3 was on 3/20 and Opt Exp Fri...

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Re: 2bit-nothing post# 76082

Sunday, 03/22/2009 10:29:01 PM

Sunday, March 22, 2009 10:29:01 PM

2bit, the R3 was on 3/20 and Opt Exp Fri. - look at the O/I changes. FWIW, I think this all invalidates the R3 on Fri.

See the data below:
bobjack

20th Mar
________________Vol_____O/I_______Delta O/I
S&P 500 CALL___9,600__198,571_____-190,418
S&P 500 PUT___31,207__331,338_____-271,685

19th Mar
S&P 500 CALL__32,742__388,989_____+4140
S&P 500 PUT___31,277__603,023_____+8105

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