A a529612 Jun 18, 2007 #1 Say the spread is 0.1 or 0.15. Does it mean the underlying stock is about to make a big move soon?
K ktm Jun 19, 2007 #2 That's possible. Even on the index futures options, MMs will back away before known news hits...some mornings around 8:25 or so. There can be too much risk to sit close to the money when a move is likely imminent.
That's possible. Even on the index futures options, MMs will back away before known news hits...some mornings around 8:25 or so. There can be too much risk to sit close to the money when a move is likely imminent.
