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march call volume from friday on LEH...


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#1 TheArchitect

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Posted 15 March 2008 - 04:45 PM

interesting vol spike in OTM march calls friday here... not sure it's anything more than hedging shorts for opex... but did raise my interests... :huh:

#2 TheArchitect

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Posted 15 March 2008 - 05:03 PM

LEH releases before open tuesday also... along w/ GS... :huh:

Edited by TheArchitect, 15 March 2008 - 05:04 PM.


#3 TheArchitect

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Posted 15 March 2008 - 05:21 PM

same thing going on w/ adobe... march 35 calls... they release tues night...