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Strategies & Market Trends : Classic TA Workplace -- Ignore unavailable to you. Want to Upgrade?

To: skinowski who wrote (127158)12/16/2005 12:59:06 PM
From: Win-Lose-Draw  Read Replies (1) | Respond to of 209892
 
A half-point change in VIX corresponds to about an on-average 2 penny change in near-month options prices (in the all-else being equal sense). Basically, a bunch of people putting in limit orders to split some wide spreads on deep ITM options would be enough to cause this small a change.



To: skinowski who wrote (127158)12/17/2005 1:43:11 AM
From: mishedlo  Read Replies (1) | Respond to of 209892
 
There are a lot of holidays and therefore fewer trading days relative to most expiry-to-expiry months between now and January expiry.

That has a lot to do with it.

Mish


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