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Current Pain: an important number to know on Monthly OE day
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Current Pain: an important number to know on Monthly OE day# Stock
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In the option market, wealth transfer between option buyers and sellers is a
zero-sum game. On option expiration days, underlying stock prices often
show strange movements and bring heavy losses to option buyers. In the
trading community, it is widely believed that option sellers, usually
institutional traders, manipulate the stock prices and make options that
they sold worthless. Current Pain® is an estimation for this price
manipulation target based on options sold since last option expiration date.
At this price, those recently-sold options have the lowest total market
value at expiration. Option writers who sold options in the last month reap
the most reward and option buyers suffer maximum losses.
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