Today is a pretty flat day for a 3rd Friday of a month. Don't options expire today?
Check out AEA. You would think the MMs wouldn't make it so obvious. Why don't they just take out the $12.50s while they are at it? http://finance.yahoo.com/q/ta?s=AEA&t=5d&l=on&z=m&q=l&p=&a=&c=http://finance.yahoo.com/q/op?s=AEA
Garp you are absolutly right, I wouldn't beleive it if had seen it with my own eyes. This implies that you could predict AEA's close on options expiration dates and sell/buy as needed.
Cute, very cute. BTW the Jan 07 AEA 15's look cheap at 1.30, ivolatilty gives a calculated price of 1.77