Labels

Friday, May 18, 2018

#SP500 $ES_F $SPY $SPX max #pain

with less than 3 hours till expiration the max pain strikes are :

2018-05-19 opt_pin@2700.0 /ES@2714.25 Force in $/handle=765663
2018-05-18 opt_pin@270.5 SPY@271.445 Force in $/handle=637698
2018-05-18 opt_pin@2720.0 SPX@2714.88 Force in $/handle=331408

$SPX's pin is $20 different from that of $ES_F &  $SPY.

No comments:

Post a Comment