The robust anomalies we measure are the effective costs of calls minus that of puts. These two costs are generally equal, and we want high values. Next, we measure the effective costs of both calls and puts with respect to their historical norms. These are also generally equal, although the relation is looser. We also want high values here.
What stocks show consistency across the 4 sources?
This week, there is some consistency, with 1 stock showing up.
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