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Strategies & Market Trends : Waiting for the big Kahuna -- Ignore unavailable to you. Want to Upgrade?


To: Grandk who wrote (81836)10/12/2008 4:48:54 AM
From: Real Man  Respond to of 94695
 
Well, options market bid/ask spreads gone to da moon, which
is yet another indication of lack of liquidity.

Example: SPX October 900 put, bid: 45.20 ask: 63.20.
implied volatility: 117.38 (for the arithmetic average)