Hey Peter, thanks for the extra insight.
Just wondering anecdotally, if you have an idea when prices for options do not maintain their strike price gap and extreme volatility starts to kick in. Does this happen months or weeks before expiry?
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Open | High | Low | Value | Volume |
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24 | 3765054 | 0.036 |
26 | 4463382 | 0.035 |
16 | 1336290 | 0.034 |
7 | 2422100 | 0.033 |
Price($) | Vol. | No. |
---|---|---|
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0.039 | 542277 | 11 |
0.040 | 738781 | 6 |
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