Option Mark


This tool calculates where the most CALL and PUTS will expire worthless. This “Option Mark” is calculated by the Open Interest for each strike, the Mark is the spot where the most options (Calls and Puts) will expire worthless. You will notice that the Market Maker will drift the price of the stock to around the “Option Mark” on Expiration Friday aka the third Friday of the month. You will notice that some stocks will move closer to the “Option Mark”.

GOOGLE is one of the stocks that have been somewhat accurate. I will pick on GOOGLE because there are a few articles out talking about GOOGLE price manipulation and talking about prices being adjusted around the “Option Mark”.

Have you ever seen a stock that moved hard in one direction for no apparent reason?
There is a good chance that the option mark came into play.

** Added support for OEX, NDX, VIX, etc **

Ticker:

98.05  Up 0.68 (0.70%)

Calls/Puts Expired
STRIKE CALLS PUTS TOTAL
75 11669 135 11804
80 11653 3445 15098
85 11601 6100 17701
90 11503 8816 20319
95 10552 11196 21748
100 4135 11257 15392
105 1501 11356 12857
110 162 11377 11539
The most calls & puts expire at the 95 strike price
STRIKE SYMBOL BID ASK INT
75 DETAILS 22.6 23.8 16
80 DETAILS 17.7 18.7 52
85 DETAILS 12.6 13.8 98
90 DETAILS 8 8.6 951
95 DETAILS 3.8 4 6417
100 DETAILS 1.1 1.2 2634
105 DETAILS 0.25 0.35 1339
110 DETAILS 0 0.15 162
STRIKE SYMBOL BID ASK INT
75 DETAILS 0 0.05 135
80 DETAILS 0 0.1 3310
85 DETAILS 0.05 0.1 2655
90 DETAILS 0.2 0.25 2716
95 DETAILS 0.85 0.9 2380
100 DETAILS 3 3.2 61
105 DETAILS 6.7 7.4 99
110 DETAILS 11.6 12.5 21

Total hits: 6859