Premiums rising on ES nov calls...
Started by
TheArchitect
, Oct 23 2008 09:27 AM
3 replies to this topic
#1
TheArchitect
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Posted 23 October 2008 - 09:27 AM
we're lower than we were monday... and after 3 days of time decay... yet premiums on OTM nov ES calls are rising... hmmm...
#2
flyers&divers
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Posted 23 October 2008 - 10:05 AM
Natural, when volatilties rise premiums get inflated. Now that VIX is in a downswing premiums will shrink.
"Successful trading is more about Sun Tzu then Elliott." F&D
#3
tommyt
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Posted 23 October 2008 - 10:15 AM
[quote name='TheArchitect' date='Oct 23 2008, 06:27 AM' post='409006']
we're lower than we were monday... and after 3 days of time decay... yet premiums on OTM nov ES calls are rising... hmmm...
and they were right, we rallied 200-300.
we're lower than we were monday... and after 3 days of time decay... yet premiums on OTM nov ES calls are rising... hmmm...
and they were right, we rallied 200-300.
#4
vitaminm
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Posted 23 October 2008 - 10:31 AM
check out the nov premium on sso at the money.
vitaminm
