Quote from atticus:
No more so than you can prove without a doubt it's relevant. I've already posted the anachronism of arbitrage unwinding and pinning. You made an argument for the 152-153 strikes, now it's 150...
Chart an OI histogram and you'll see that the OI distribution will approximate a normal distro.
I edited the derogatory. You can ignore my argument or not, regardless, I am done sparring with you. Believe what you want.
Quote from mbusch:
Much appreciated, both of you. Such sparring is best done via PM, not in public. It's unpleasant for the rest of us who participate here. Thanks for your restraint.
Quote from mbusch:
Much appreciated, both of you. Such sparring is best done via PM, not in public. It's unpleasant for the rest of us who participate here. Thanks for your restraint.
As predicted deviation from ADP.