5 figures? you mean like 325.86? I read zerohedge but I have alternative sources for more a more neutral slant as well. Their negativity can affect me at times. There is a lot of joy in the world as well.
Does anyone know why the Put premiums have typically been more expense than their Call counterparts over the last couple of years? Is it related to the interest rate calculation in the Black Scholes? thanks, Walt
Are you talking about put call parity (price of put - price of call of the same strike and maturity), or risk reversal (IV of put at a certain delta level - IV of call at the same delta level)?
which ones? did you consider the dividend on the underlying? when you sell a put you are taking a synthetic long position in the underlying, and that means you'll collect the dividend somehow, and increased premium is how.