Typo of the Dayby DPeezy on July 11th, 2008 at 1:59 am |
I always knew there was something fishy going on:
In related news, check out the amazing volume in [[LEH]] puts today and compare to the open interest. Clueless speculation (hoping for some BSC-flavored lightning) or smart money? Should be fun to watch tomorrow (certainly not brave enough to jump in on either side, and the high volatility stops me from doing any sort of straddles/strangles).




(13 votes, average: 4.69 out of 5)









DP, is volatility to high for a spread on FNM?
July 11th, 2008 at 2:20 amIt’s pretty high, but I wouldn’t think it’s a showstopper, especially when compared to LEH.
75% seems to be the ‘normal’ volatility for FNM, but even under ideal circumstances (aka. we’ve hit bottom) we probably won’t see that for a while (2-3 weeks).
July 11th, 2008 at 2:34 amPimpCo… how appropriate is that?!
July 11th, 2008 at 6:03 am