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>> No.50438916 [View]
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50438916

>>50438457
Okay, I played around with it a bit and I think this is what they did (based only on today's option volume and Friday's expiry - I'm ignoring calendar spreads, long/short volume, and asset price movements)

>+103x 129P
>+219x 129C
>-408x 130C
>-347x 131C
>+451x 132C
>-546x 133C
>-2014x 134C
>+14000 long
>undefined loss (bad), approx -2.5 SDs downside, +1.5 SDs upside

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