Published on Zero Hedge (http://www.zerohedge.com)

SPY Option Skew Steepening Significantly Ahead Of OpEx

By Tyler Durden

Created 08/20/2009 - 15:21

[1]

Submitted by Tyler Durden [1] on 08/20/2009 15:21 -0500

OpEx [2]
Option Skew [3]
SPY [4]

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OpEx
Option Skew
SPY

Source URL: http://www.zerohedge.com/article/spy-option-skew-steepening-significantly-ahead-opex

Links:
[1] http://www.zerohedge.com/users/tyler-durden
[2] http://www.zerohedge.com/taxonomy_vtn/term/9872
[3] http://www.zerohedge.com/taxonomy_vtn/term/9298
[4] http://www.zerohedge.com/taxonomy_vtn/term/148