0.00Open0.01Pre Close0 Volume10.13K Open Interest597.00Strike Price0.00Turnover41.12%IV2.85%PremiumDec 23, 2024Expiry Date0.00Intrinsic Value100Multiplier-19DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0231Delta0.0474Gamma58049.00Leverage Ratio-3.5848Theta0.0000Rho1343.40Eff Leverage0.0015Vega
SPDR S&P 500 ETF Stock Discussion
these are Vix calls expiring on the 22nd.
Makes me wonder if they are banking on the idea that Spy could go even lower or if it is a hedge.
My intuition could be wrong, but we are either going to bounce off the 580 support or break through it and come back to challenge it. I also see support at 567, but the news have to be that bad to reach it.
We will have to see in a couple of days.
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