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Replies to post #52290 on S&P 500 & Nasdaq Analysis and Trends

Replies to #52290 on S&P 500 & Nasdaq Analysis and Trends
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dr_praeses

08/27/07 5:01 PM

#52292 RE: Stock #52290

???

I don't see that

http://cboe.com/data/MostActives.aspx
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dr_praeses

08/27/07 5:06 PM

#52295 RE: Stock #52290

the trade I was looking at was ratio backspread: buy one ITM put and sell 2 OTM puts...

near-delta-neutral trade / profit on the I/V decline (it got really high today)...