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If a component stock in the index does not trade on the day.

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The trade was not executed in a single block, but over many smaller trades between and p.m. If a firm is short more options than it is long, that leads it to collect.Definitely avoid the contracts that have little or no volume.

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I like to establish a put spread when the market is oversold (the selling has gone too far) because this gives my deep out-of-the-money spread lots of.

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And then you see what actually happens after you exit the trade.

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