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delta roll

Feb 19 2020

Feb 2020 OPEX Roll

This options table lists SPX Feb 21 2020 calls at strikes 3350 to 3425 with last trade, delta, volume and open interest.

Today (2/19) we are looking at the size and potential of the Feb SPX AM OPEX roll that takes place on Friday (2/21). As you can see below there are some decent sized call positions which will have to be addressed – either closed or rolled. You can see there are some decent sized positions […]

Written by tenten · Categorized: Market Analysis · Tagged: call roll, delta roll, OPEX

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