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Tuesday, July 6, 2010

Options Data

Today's unusual options trading, from

Continuing an experiment I started last month, I am going to see how well open interest can predict closing price on 5 ETFs. This week the predictions are: SPY 110, DIA 101, QQQQ 46, IWM 66, and XLF 15. On Monday before options ex, I will summarize the results and see how they change over the course of the month.

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