January Effect 2003 Message Board

STOCKTALK

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Strategies & Market Trends : January Effect 2003

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To: RockyBalboa who wrote (449)	5/6/2003 12:51:55 PM
From: Londo	Read Replies (2) of 666

Interesting how you point out that the implied volatility is rising in the indicies.. I still notice on SPX there is a huge spread between calls and puts (call options are roughly 16.5% and flat across the strikes while puts are roughly 23% and slope downwards at higher strikes). Makes me think we'll see the old days where 30%+ volatility is the norm. As for option orders, if you try entering them into TWS too quickly you'll get an error as well. I personally think the game is so rigged that it's not really worth playing anymore unless if you see another customer order and are able to shave 80% of the spread for yourself on your entry.

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