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To: greatplains_guy who wrote (61222)1/13/2013 6:15:52 PM
From: Wayners  Respond to of 71588
 
CBOE had an experiment with penny options. Generally stuff that trades over 2M shares per day will have narrow spreads, but still have to look and see. Deep in the money aren't as popular as at the money, but at the money IMO are a ripoff with deltas of 50 to 60, so have to look at the spreads and see.