May 20 (front month) put spread. 133/134 spread’s bid/ask spread is too sweet. P= 0.37. I bet on May 20, SPY will be above 133.
same. SPY will not be above 137 on May 20.
Friday, May 06, 2011
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May 20 (front month) put spread. 133/134 spread’s bid/ask spread is too sweet. P= 0.37. I bet on May 20, SPY will be above 133.
same. SPY will not be above 137 on May 20.
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