Friday, January 13, 2006

 

Marketz : QQQQ at 43


Just before market open, implied volatility picture in the January series : Calls more expensive than puts.

Strike Call IV Put IV

42.525 16.3 14.4

43 15 12.3

43.625 14.3 12.1


Open Interest at the 43 calls dropped 150,000 to about 250,000 on higher volatility.


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