deardevil
Forumer storico
Sarebbe bello che ora che siamo in scadenza opzioni e futures sugli indici di borsa qualcuno guardasse come sono distribuite le call e put del FIB o DAX sul tipo di questa analisi che leggo per l'S&P 500 e il Nasdaq
Da cui si evince che se l'S&P sfora 1.130 poi sopra questo strike ci sono 4 call per ogni put e quindi puoà esserci un balzo improvviso in su entro venerdi.
Perche ? i market makers in quel caso sarebbero costretti a comprare quintali di futures sugli indici per coprire il fatto che hanno venduto queste call che ora passerebbero in denaro entro la scadenza di venerdì
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This rally has helped push a lot of calls, which seemed "worthless" just three weeks ago, back into the money, causing a precipitous drop in the front-month-weighted put/call ratio. Currently, the SPX 1125 strike, with 75,000 calls and 57,000 puts, is home of peak open interest and may become a magnet and create some pinning action at this important support/resistance level.
But if the SPX can clear 1130, which would be very bullish technically, the open interest configuration from 1130-1150 shifts to nearly 4:1 calls over puts and could send a lot of people scrambling and buy programs kicking in as money managers start trying to paint a happy face on what has been a very challenging quarter.
The setup in the Nasdaq 100 Trust (QQQ:Amex) is a little more balanced as the peak open interest resides in the $35 strike, which has 250,000 calls and 230,000 puts still open in September. The $36 strike is also balanced, with 180,000 calls and 142,000 puts. Below there are a whopping 440,000 of the $34 puts still open to just 200,000 calls, which should lend support and create buying on the shallowest of pullbacks.
But on the very outside chance that the Nasdaq somehow gets pressed back into the Aug. 6 gap down ($33.60 on the QQQs), it could trigger huge selling pressure and threaten a retest of those lows. ...
da www.thestreet.com
C'è dell'altro...andate a vedere il grafico dell'eurostoxx 600...
Da cui si evince che se l'S&P sfora 1.130 poi sopra questo strike ci sono 4 call per ogni put e quindi puoà esserci un balzo improvviso in su entro venerdi.
Perche ? i market makers in quel caso sarebbero costretti a comprare quintali di futures sugli indici per coprire il fatto che hanno venduto queste call che ora passerebbero in denaro entro la scadenza di venerdì
--------------------------------------------------------
This rally has helped push a lot of calls, which seemed "worthless" just three weeks ago, back into the money, causing a precipitous drop in the front-month-weighted put/call ratio. Currently, the SPX 1125 strike, with 75,000 calls and 57,000 puts, is home of peak open interest and may become a magnet and create some pinning action at this important support/resistance level.
But if the SPX can clear 1130, which would be very bullish technically, the open interest configuration from 1130-1150 shifts to nearly 4:1 calls over puts and could send a lot of people scrambling and buy programs kicking in as money managers start trying to paint a happy face on what has been a very challenging quarter.
The setup in the Nasdaq 100 Trust (QQQ:Amex) is a little more balanced as the peak open interest resides in the $35 strike, which has 250,000 calls and 230,000 puts still open in September. The $36 strike is also balanced, with 180,000 calls and 142,000 puts. Below there are a whopping 440,000 of the $34 puts still open to just 200,000 calls, which should lend support and create buying on the shallowest of pullbacks.
But on the very outside chance that the Nasdaq somehow gets pressed back into the Aug. 6 gap down ($33.60 on the QQQs), it could trigger huge selling pressure and threaten a retest of those lows. ...
da www.thestreet.com
C'è dell'altro...andate a vedere il grafico dell'eurostoxx 600...
