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Strategies & Market Trends : Option Spreads, Credit my Debit
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To: KFE who wrote (1774)11/15/2000 1:57:29 PM
From: OX  Read Replies (2) of 2317
 
hi Ken,

what I meant more specifically is, if this were a more "normal" week, that post FOMC, IV should deflate sufficiently. as it is, I'm sure the IV in those Nov and Dec options rose significantly (+10 to +5) since you opened the spread. in part due to vote-recounting of course.

one other note, did you price MNX options at the time you priced QQQ? sometimes you can get the same spread w/ the added advantage of euro X.
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