Chart courtesy of Optionshouse.com
The chart above shows the options action on the Jan 16 $80 Call option. On Monday 6/29 the market opened down over 1% due to the Greek drama.
During the week the option fluctuated from a high of over $12 to a low of $7.50.
Today the option recovered to $12 and settled at $11.
The chart below shows UVXY price action during the same period of time.
I wanted to create a table/chart that compared the movement of the option and the underlying security. See below:
Something else I found interesting was the scatter plot for this data set. See below:
I continue to hold a long position in XIV and have sold some Jan 16 $80 calls on UVXY.
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