The document analyzes the trading behavior of directional market participants, specifically retail investors, in the AAPL options market. It attributes 'customer' transactions to retail investors and 'firm' transactions to hedged market participants. The analysis focuses on the opening and closing of option positions throughout the week, highlighting a trend where retail investors predominantly open bullish positions on Mondays and close them by Fridays. The data is sourced from the CBOE and covers the period from July 2010 to February 2014.
documents/vol00010-efta01365049-pdf.pdf
{"title":"Analysis of OBOE AAPL Option Trading Data","key_people":["retail investors"],"document_date":"2014","document_type":"tabular","document_subtype":"financial analysis","key_organizations":["CBOE","Deutsche Bank"],"reference_numbers":["DB-SDNY-0055653","SDNY_GM_00201837","EFTA01365049"]}