Here is Max Pain for SPY in December:
SPY is currently trading around $110.

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Shocked that companies and mutual funds would invest OPM (Other People's Money) in high-risk investments, the Shocked Investor was originally on a mission to find out if our money ended up in these dubious instruments. This blog now also discusses other financial topics, such as straddles, options, gold, natural gas, agri/food stocks, and the collapse of the US Dollar.
3 comments:
Hi S.Investor,
In Optionistics they say strike peg for SPY December is 108, Any idea who is right?
Regards
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...
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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