|
Ol’ Wisco | Obviously a large amount of interest in low delta options. I would assume you would see the same on the put settlement also. Kind of hard to say without seeing the put settlements and one would have to look across the entire week. You would want to take last week and this weeks put and call settlements and model how skew changed if at all and that would give you some color on what the market felt was going to happen going into the weekend. | |
|
Reaper or Others...
