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Tag Archives: put/call ratio

Options expiration day favors short side

15-Apr-09

options expiration day is near, options favors short side in S&P500 index.
As we head into option expiration on Friday, it is interesting to observe what the implied “attraction” price for certain underlying securities is. For this particular example I have picked the (in) famous SPY. Calculating the put/call equilibrium, indicates that the local minimum for [...]

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