Discussion in 'Options' started by a529612, Jun 18, 2007.
Say the spread is 0.1 or 0.15. Does it mean the underlying stock is about to make a big move soon?
That's possible. Even on the index futures options, MMs will back away before known news hits...some mornings around 8:25 or so. There can be too much risk to sit close to the money when a move is likely imminent.
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