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发表于 2010-9-15 13:41 | 显示全部帖子

There is nothing wrong with that ...

江南有丹桔，经冬犹绿林。岂伊地气暖，自有岁寒心。可以荐佳客，奈何阻重深。运命唯所遇，循环不可寻。徒言树桃李，此木岂无阴。

Rank: 18

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2^#

发表于 2010-9-15 13:47 | 显示全部帖子

VIX “rolls” to the second and third
SPX contract months probably ...

江南有丹桔，经冬犹绿林。岂伊地气暖，自有岁寒心。可以荐佳客，奈何阻重深。运命唯所遇，循环不可寻。徒言树桃李，此木岂无阴。

Rank: 18

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3^#

发表于 2010-9-15 14:34 | 显示全部帖子

What I am thinking is probably due to the strike price range of options with non-zero bids expand and contract ...

江南有丹桔，经冬犹绿林。岂伊地气暖，自有岁寒心。可以荐佳客，奈何阻重深。运命唯所遇，循环不可寻。徒言树桃李，此木岂无阴。