Options were active yesterday as you can see from a snapshot below of the CME’s Most Active Strike tool… On the the last two sharp down days, options volume was up, implied vol was up, puts traded more than calls, but open interest went up in calls more than puts… Yesterday, implied vol was unchanged in August and a bit lower in July, calls traded more than puts, open interest in calls increased more than puts….
by Jim Colburn Leave a Comment
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