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发表于 2017-4-13 02:35 PM
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2305.0 Put -- 0.05 0.05 -0.20 5,781 9,597
2310.0 Put -- 0.05 0.05 -0.30 5,264 11,708
2315.0 Put 0.05 0.10 0.05 -0.35 4,872 9,178
2320.0 Put 0.05 0.15 0.10 -0.39 5,613 9,586
2325.0 Put 0.10 0.20 0.15 -0.60 6,714 14,386
2330.0 Put 0.30 0.40 0.35 -0.75 8,823 6,234
2335.0 Put 1.50 2.00 1.70 0.05 17,640 2,688
2340.0 Put 4.70 6.80 5.50 2.50 20,685 4,137
2345.0 Put 9.70 11.40 9.56 4.96 9,192 2,861
2350.0 Put 12.90 16.40 14.47 6.97 8,885 15,323
2355.0 Put 19.70 21.40 19.38 7.78 1,390 4,176
According to max pain theory, today market is supposed to close at 2350, but the selling pressures is very high and Chicago option guys didn't make it. |
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