Hello, I know there's a catalyst for this at the end of the month but VSAR OCT 20 calls at over $6 with huge oi. Truth is the puts are really expensive too but oi on them nowhere near. Last time I saw something this high the stock tanked big on bad news so I'm a little bit suspect this time. Any thoughts?
Is it? I mean, the vol is at 300% (nice double digit move is expected for the event), but i did not see any p/c dislocations.
https://www.barchart.com/stocks/quotes/VSAR/volatility-greeks Open interest is 17K on the OCT17 20$ call and OI of 8 and 5K respectively for the 30$ and 35$ calls. In puts the 15$ strike has 3K open interest.
No, I'm sure it isn't. The OP was basically making a nonsensical observation and I was trying to point that out, but since he appears to not know what p/c parity is or have the curiosity to look it up, it was probably a wasted effort.