本帖最后由 jingyushanchen 于 2012-10-11 00:27 编辑
95% of those November 21 puts traded today at the ask price, and implied volatility surged 4.5 percentage points by the close. In other words, it looks as though most of these options were bought to open. The volume-weighted average price (VWAP) was $1.41, which means put buyers need X to fall below breakeven at $19.59 by the time back-month options expire.
More down side risk than up side if you believe stock price can be manipulated. |
发表于 2012-10-10 14:23
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