3 replies to this topic

[OEXCHAOS]

Hey guys, The equity P/C went out at 0.45. Is that due to the AA/AL merger or some other exogenous event? I just don't have time to go dig up the raw data and make comparisons, and I'm hoping somone has already beaten me to the punch. M

[chris]

Hey guys,

The equity P/C went out at 0.45. Is that due to the AA/AL merger or some other exogenous event?

I just don't have time to go dig up the raw data and make comparisons, and I'm hoping somone has already beaten me to the punch.

M

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Option Volume Change for AA was +440%. Most active calls were June and July 37.50, October 40 (11,431) and January 35.
Prophet Link
Not sure if the link will work for those who haven't registered.

Edited by chris, 07 May 2007 - 09:23 PM.

[chris]

_______ May have also been skewed by IDMI's crater today. Option volume was 43,453 (+1457%). Just taking a quick glance at a few of the big strikes, there were about 21,500 calls traded and 4500 puts.

[OEXCHAOS]

Thanks Chis. Looks like the deal had some effect but not that much of one. Mark