6 replies to this topic

[A-ha]

I dont think these type of oscillator signals are reliable but statistically worked so far......

http://xtrends.blogs...status-quo.html

[arbman]

Look at the widening spread at the implied volatilities in between the asking and bidding option prices for SPX, overlayed with VIX...

http://ichart.finance.yahoo.com/z?s=^VIX&t=5d&c=^VWB,^VWA&.png

I don't see it on Dow though, the data at the last 30 mins is missing on the yahoo servers...

http://ichart.finance.yahoo.com/z?s=^DVB&t=5d&q=&l=&z=&a=v&c=^DDA,^DDB,^VXD&.png

... another gap down?!?

- kisa

Edited by kisacik, 22 February 2007 - 08:06 PM.

[A-ha]

Good point. What is encouraging for bears is that VXN gapped up on Feb 20 and it is holding at the same level ever since despite NDX rallied considerably. That is a warning for bulls... Also OEX P/C rose to 2.12 today while Equity and CBOE dropped. We shall see.

Edited by xD&Cox, 22 February 2007 - 08:12 PM.

[wallofworry]

X, Good points X. On any 50pt drop in the DOW I will be 'balls to wall' short. This coming drop will be more severe than most think.

[kc135a]

I dont think these type of oscillator signals are reliable but statistically worked so far......

http://xtrends.blogs...status-quo.html

Need some help

What is you opinion on the big open interest on the QQQQ Mar 44 put?

Is that a floor or does someone know something?

Thanks ahead of time.

KC

[A-ha]

The way it looks makes me think of a giant institutional hedge against a large bag of Qs. I dont think it is retail.

Considering where Qs are now (45.5) and how far March opex day is, we have a plenty of room and time to swing , like %10.

[A-ha]

I always thought S&P500 and S&P100 index options are where the smart money plays.