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:

" " 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...

" " 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

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