Option levels - page 8
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I buy 10...0000 options at strike 10, and sell at strike 11
we see at levels 10 and 11 a huge oi
but it's not really fair - the price is unlikely to go to 10, but not to 11
- so.
there is no protection for this level - i don't really care if it gets to 10 or 11, i win from one contract and lose from the other...
i wonder where the price of the futures is at that time?
I wonder where the futures price is at this time?
the futures price is less than 10,
10...0000 is the buying volume