Thursday, December 17, 2009

S&P500: SPY December Max Pain is 105

Here is Max Pain for SPY in December:



SPY is currently trading around $110.

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3 comments:

Orion said...

Hi S.Investor,

In Optionistics they say strike peg for SPY December is 108, Any idea who is right?
Regards

The Shocked Investor said...

Orion,

My number is from http://www.optionpain.com/MaxPain/Max-Pain.php

108 sounds closer to where we are. Take MP wit a grai of salt. Sometimes it works, sometimes it does not...

Orion said...

S.Investor,
I've noticed that at your link you can choose between
- yahoo data (MP=105)
- CBOE data (MP=108)

Curious such difference !
Regards

Financial TV

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