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发表于 2009-5-5 04:16 PM
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本帖最后由 baysky 于 2009-5-5 17:33 编辑
This is very rare case, VIX drop almost 3% in a minute while SPX barely move.
Bayliner said the option setup is similar to Dec 17th, Feb 9th.
The difference is that Feb 9th both SPX and VIX close green.
But VIX is also very bearish that day, gap up open close almost low of the day a big solid black bar.
The next day, well, a different story.
Dec 17th is very very similar, after big MAD up day Dec 16th, Dec 17th is small body candle consolidation.
Both SPX and VIX in RED. And you know the rest of the story.
The funny thing is VIX drop with the market after Dec 17th into Dec 22nd.
And you know what by the time SPX was 910 (what is it right now ) and it dropped to about 860.
Also look at today's SPY beautiful star, open and close the same cent  |
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