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Showing content with the highest reputation on 05/06/2015 in Posts

  1. 1 point
    There is some pretty decent open interest on that strike for both expirations (~10k contracts), but you probably couldn't get that much done (I did a 20 lot). I find it odd I even got filled on this spread and who would want to take the other side of it. Maybe Karen the Supertrader read your blog and thought it wise to add some long gamma to her portfolio as a hedge.
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