2:30-3:30pm, asset 132.37 to 132.82, most heavily traded front month Mar 18, 2011 ATM call 132, 1.67 to 1.93, delta about 26/45=0.58
Tuesday, March 08, 2011
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2:30-3:30pm, asset 132.37 to 132.82, most heavily traded front month Mar 18, 2011 ATM call 132, 1.67 to 1.93, delta about 26/45=0.58
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