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Liz Ann Sonders : Equity PC highest since '97eom

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#1 slupert

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Posted 18 November 2022 - 06:52 AM

https://twitter.com/...6922498/photo/1



#2 slupert

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Posted 18 November 2022 - 06:55 AM

2s/10s spread was was 69 basis points a few minutes ago



#3 12SPX

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Posted 18 November 2022 - 07:15 AM

I saw that yesterday on the charts and was shocked on a closing basis how high it was which indicates a buy.  However I go more by actual prices and call premiums have been so much higher of late indicating a top is being created.  Will be interesting to see after we finish out the November expiration cycle today.   



#4 Douglas

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Posted 18 November 2022 - 07:20 AM

My CPCE database only goes back to 2017, but my overall CPC put/call ratio one goes back to 1988 and the current levels in it are not yet at the peaks in previous bear markets.  (Plot is of weekly DJIA and CPC Friday close.)

 

0XGZ78S.png

 

Regards,

Douglas



#5 Douglas

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Posted 18 November 2022 - 11:14 AM

Correction.  The CPC values shown in the plot above are the five-day average at the end of each week.

 

Regards,

Douglas