Further Thought on the 24000A1 New OI
wonder if the big players were placing their last bet on taking a little more premium by utilizing the cash for one day margin.
as of the latest margin table, each short call contract for 24000A1 requires $61,500 margin, positions opened yesterday at premiums 11-118. 469 x $61,500 = $28.8 millions, supposed all yesterday's new 24000AI OI were all short calls.
conclusion: the 469 new oi might just be "residual" short positions brought from yesterday, the "Spring Ducks on the Lake" theory (469 new oi mainly being long calls) could be a failure.
[ 本帖最後由 Jinpa 於 2011-1-28 10:50 編輯 ]