We have started publishing the new regular options market review – Mispricing Snapshots at optionsmile.com/snapshot. In contrast to the already existing Research section (which is renamed to the Backtesting Insights), these notes will be devoted not to the historical analysis of mispricing regimes but to the ad-hoc market disposition; we will compare current market prices of options to their Fair Values.
We will analyze the options mispricing of three most popular equity ETFs:
Mispricing Snapshots will be published periodically (weekly or bi-weekly) and cover the nearest Friday expirations in the range of 2-5 weeks.
If you are going to trade these option series, check this reports to estimate your expected profit and get an idea whether you have a tailwind or a headwind.
To receive these new reports to your email as soon as they are published, just signup on our website. Everything is absolutely free, as always.
