fat open interest in june spy is 110 call and 106 put,i think this is where vol has said in the past, they fatten up the calls ,vol,u think 110 -106 exp
Yes.. amazing how, like the flip of a switch, March style, low volume creep up returns... As I recall, this will be punctuated by meaningless fast, fake drops ..
I was looking at June and July over weekend. big oi 105 I thought.
Quote from ammo:
fat open interest in june spy is 110 call and 106 put,i think this is where vol has said in the past, they fatten up the calls ,vol,u think 110 -106 exp