Something looks just odd with the quotes I am getting. Looks like the premiums have changed asymmetrically during the weekend. The 3225 calls only went up 3.5 but the 3225 puts dropped 14.5 Today's expiry.
So selling a straddle before the close was 37 and now it could be bought back for under 27. Does this happen over most weekend or am I looking at the wrong numbers?
Well, I will keep an eye on them in the next few days and see how often this happens.
Edit: I see the same with SPY and SPX options.
The put side for SPY collapsed 1.50 while the call side only gained .30
So selling a straddle before the close was 37 and now it could be bought back for under 27. Does this happen over most weekend or am I looking at the wrong numbers?
Well, I will keep an eye on them in the next few days and see how often this happens.
Edit: I see the same with SPY and SPX options.
The put side for SPY collapsed 1.50 while the call side only gained .30
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