Where's the liquidity?? (SONC)

Discussion in 'Options' started by ptrjon, Sep 16, 2010.

  1. ptrjon

    ptrjon

    I bought a SONC Oct 7.50 call the other day, and the spread was .55 / .65. Now the spread is .20 / 1.20??

    Is anybody seeing this in other stocks?
     
  2. stick to ETF options like SPY
     
  3. avg volume of 110 options a day makes sense
     
  4. Wow imagine selling a naked call and not having enough liquidity to get out and the positing keeps growing which means get buying SONC shares ASAP :)
     
  5. roach motel options.


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  6. ptrjon

    ptrjon

    it's just very weird that there was a 10 cent spread just 3 days ago, and now it's $1.00. I guess I'm holding to maturity on this one- everybody go buy some burgers and milkshakes so they move up 4th quarter guidance :-D
     
  7. willem

    willem

    Spreads are dynamic, not static, and change in relation to a lot of factors. It may be possible to trade inside the spread, although in this case the volume and OI are pretty small.

    propseeker had a good response to this in my thread on market microstructure:

    "the market making algos you're seeing are maximizing the premium they receive for any market orders in an inactive market by sitting at the widest competitive price possible.

    however, when you place a trade, the algos detect activity (ie a new participant) and become more competitive. when your orders cancel, the new participant is gone, and orders revert to normal dull market spreads.

    there is an axiom that is appropriate here and to market making in general... 'liquidity attracts liquidity'."

    http://www.elitetrader.com/vb/showthread.php?s=&threadid=205697
     
  8. willem

    willem

    There were 5 calls traded on 9/10 at $0.65 - that's the last trade date, so these are very illiquid. The current spread is 0.45 - 1.10, so the bid has more than doubled from when you checked it before, even though SONC was down more than 3% today.

    My suggestion would be to learn more about Implied Volatility and how it can affect premiums, and watch the spreads and IVs on more liquid securities (SPY, DIA, IWM, GOOG, AAPL) throughout the day to understand better how this stuff works.
     
  9. ptrjon

    ptrjon

    ...I filled an order today to sell to close at $.75.