Kan överavkastning erhållas från optionshandel baserat på informationen i den öppna balansen?
Purpose The purpose with this study was to investigate whether it was possible to predict an interval in the future for the underlying instrument by weighting sold put and call options. Further purpose was to investigate if it was possible to build strategies from this information and get a return. Method We received a weighted value by comparing the difference in the open interest from one day to
