A very quick look at the SPY options chain seems like $140 was just about the perfect pin, at $141 there was another 113k in open interest vs 102k at $140. The $141 Put open interest was very small, if it closed below $140 the Put open interest would have been about 300% higher then at $141, so the pin makes sense at $140.30.
5 years ago
No comments:
Post a Comment