P&S and STO Death Blow's Message Board

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Strategies & Market Trends : P&S and STO Death Blow's

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To: Jeff who wrote (309)	5/15/2002 12:58:50 PM
From: Steve Lee	of 30712

VXN is usually unreliable on expiry day. i.e. it can go up when NDX goes up. Maybe the fact VXN is "playing up" today is a sign that options positions are being unwound a couple of days early. Anybody watching the May open interest? Is it dropping quicker than normal for Wednesday of expiry week?

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