Monday, April 11, 2011

Purely Theta effect? Over the weekend (2 days), price of all OTM put options dropped.

 

127 Put from 0.16 to 0.14 to 0.07

128 Put from 0.21 to 0.16 to 0.10

131 Put from 0.55 to 0.44 to 0.30

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