I am very heavy in intc. i have the 120s through 155s for JAN on my monitor all day long (real time quotes). If you go down to 120s, the spready has usually been 3/4-7/8. But, I am very certain that the JAN 135s 140s 145s 150s and 155s have not had 1 point spreads on them during trading hours.
In addition, the 125, 130, 135, and 140 are not the heaviest INTC options traded. In fact, the 125s had less than 1000 contracts, 130s only traded 1000 contracts, the 135s traded 1500 contracts. On the other hand, the 140s traded 2700 contracts, the 145s traded 3600 contracts, and the 150s, 3000 contracts. |
