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 positions throughout the week, highlighting a trend where the majority of Monday trades are opening transactions, predominantly bullish, while Friday trades are mostly closing transactions. The data is sourced from CBOE and covers the period from July 2010 to February 2014.
documents/vol00010-efta01365025-pdf.pdf
{"title":"Analysis of OBOE AAPL Option Trading Data","key_people":["Deutsche Bank Equities"],"document_date":"2014","document_type":"tabular","document_subtype":"financial analysis","key_organizations":["CBOE","Deutsche Bank"],"reference_numbers":["DB-SDNY-0055615","SDNY_GM_00201799","EFTA01365025"]}