Hey All,
I was doing some research today between options prices, stock prices and single stock future prices.
I noticed that GM had some peculiarites in its data.
The vol skew on the options had the puts trading at a much higer implied vol than the calls.
I also noticed a huge bid ask spread on OneChicago (27.82-31.68).
I was wondering if GM was hard to borrow right now. I dont know a way to find that information out, but its the only thing I could think of that could explain what I'm seeing.
Also, if there is a way to find that infomation out on my own, I would appreciate it if someone pointed me in the right direction.
Thanks !
-Tony
I was doing some research today between options prices, stock prices and single stock future prices.
I noticed that GM had some peculiarites in its data.
The vol skew on the options had the puts trading at a much higer implied vol than the calls.
I also noticed a huge bid ask spread on OneChicago (27.82-31.68).
I was wondering if GM was hard to borrow right now. I dont know a way to find that information out, but its the only thing I could think of that could explain what I'm seeing.
Also, if there is a way to find that infomation out on my own, I would appreciate it if someone pointed me in the right direction.
Thanks !
-Tony