Single Stock Futures - SSFs - opinions?

Discussion in 'Index Futures' started by dougman100, Dec 8, 2006.

  1. Its relative and without going off on tangents, there are many considerations depending on the underlying and how aggressive a mover it is, time til expiration, etc.

    Ill give you a real world example. Take GOOG right now this morning. Its tanking by over $7 a share, but the in the money JAN put barely appreciated by $4, while the JAN SSF contract is down $6.80.
     
    #11     Dec 21, 2006
  2. so was this another brilliant new market that just couldn't take off?

    seems like that is how its described
     
    #12     Dec 24, 2006
  3. #13     Dec 24, 2006
  4. C,mon...you can't judge the volume on the Friday before Christmas.
    Dec 8th : 33,944
    Dec 15th : 18,396
     
    #14     Dec 24, 2006
  5. OK,


    What's the average per day for december ?
     
    #15     Dec 24, 2006
  6. Chicago, IL – December 1, 2006 – OneChicago, LLC today reported that 790,076 security futures contracts traded at the Exchange in November, a 12.4% increase from November 2005 volume. Average daily volume (ADV) in November was 37,623 contracts.
    Don't have December #'s yet. If your interested, you'll have to use your link, and do some adding and averaging.
     
    #16     Dec 24, 2006