Friday, January 8, 2010

United States Steel (X) - Kink in Apr Skew

Quick note to follow up on skew discussion:
Details on skew blog: Click Here.

X Apr 65 and 75 calls are getting sold today ~25,000 times in total. This has created a smallish skew kink in the upside calls in Apr. I have providd a rudimentary chart below to further the point. Click the image to enlarge it.

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