Compares the highest transaction volume/open interest in the near-term, regular expiry for OTM calls and puts at times when volatility was high (favored call writing) or volatility was low (favored put buying).
Compares the highest transaction volume/open interest in the near-term, regular expiry for OTM calls and puts at times when volatility was high (favored call writing) or volatility was low (favored put buying).