SPX Notes 2010

oda · 发表于 2010-5-18 07:25 PM

老大,有没有最新的指引update一下,

student · 发表于 2010-5-18 07:31 PM

looks really hard to close OE at 119 this time if tomorrow market closes down. no time to manipulate it.

if we still eye 119,my guess is future down tonight hard to finish b leg, c up to 119/120 level on OE. too dramatic if this plays out.

新低手 · 发表于 2010-5-18 10:24 PM

looks really hard to close OE at 119 this time if tomorrow market closes down. no time to manipulate ...
student 发表于 2010-5-18 21:31

+-3 is an easy task for mm

student · 发表于 2010-5-19 02:17 PM

bye bye 119 on OE. reaching 116 will be a miracle

NZX · 发表于 2010-5-19 02:34 PM

how about 110?

student · 发表于 2010-5-19 03:55 PM

110 is too low. my guess is 113 - 115

bayliner1979 · 发表于 2010-5-19 09:36 PM

这次肯定是一周前maxpain和一周后maxpain差别很大的一次，估计明天的option distribution会有很大更动，很多option会被close掉。不管怎么说，一个星期前下落时烧106的put，反弹时烧121的call还是比较保险的。

whzdf · 发表于 2010-5-20 12:52 AM

oda · 发表于 2010-5-20 05:14 AM

student · 发表于 2010-5-20 03:53 PM

回复 186# NZX

spy closing on 110 tomorrow is a miracle! I am awfully wrong, those MM who wrote puts are bleeding.

NZX · 发表于 2010-5-20 04:00 PM

回复 NZX

spy closing on 110 tomorrow is a miracle! I am awfully wrong, those MM who wrote ...
student 发表于 2010-5-20 17:53

who knows

李隆基 · 发表于 2010-5-20 04:04 PM

回复 NZX

spy closing on 110 tomorrow is a miracle! I am awfully wrong, those MM who wrote ...
student 发表于 2010-5-20 17:53

自己卖，自己同时买，来欺骗散户！

bayliner1979 · 发表于 2010-5-23 07:21 PM

maxpain这次不太灵，也不知道和史无前例的flash crash有没有关系。不过option distribution区间分布仍然有效，106--121还算守住了。

Last Thursday $NYADV new low，a lower close ahead。但Friday OE为杀put反弹，看看哪一天会有个比last thursday更low的close.

jilier · 发表于 2010-5-23 07:35 PM

Thanks!

wangbin · 发表于 2010-5-23 08:29 PM

thanks

acoust · 发表于 2010-5-23 09:00 PM

whzdf · 发表于 2010-5-23 11:22 PM

dingdingdang · 发表于 2010-5-24 08:25 AM

thanks

bayliner1979 · 发表于 2010-6-10 06:33 PM

过去3天的SPX, VIX和May 25-27走得太一致，明天不可不防。

June 18 SPY OE could be around 110.

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