股市诊脉 8-4-2010 More bearish VIX bets

xiaochong

I subscribe Option Monster. They provide these information.
ypm968 发表于 2010-8-4 22:03

    队长能看到是谁买的和谁卖的吗？

ut1984

ypm968

队长能看到是谁买的和谁卖的吗？
xiaochong 发表于 2010-8-4 17:25

    看不到

fead

thanks!

sooners

回复 1# ypm968


   

20108

wnd4

thanks

xz214

sfbayarea

More bearish VIX bets

50k VIX Sep $45 calls, 24k VXX Aug $22 calls. Big players are positioning f ...
ypm968 发表于 2010-8-4 20:24

   

sfbayarea

More bearish VIX bets

50k VIX Sep $45 calls, 24k VXX Aug $22 calls. Big players are positioning f ...
ypm968 发表于 2010-8-4 20:24

helen1

Thanks.

btmarket

Ding.

ypm968

为啥 today volume 和 OI 不符呢，谁可以解释这个呢？
45.00 VIX today volume 50,954 open interest 19,8 ...
xiaochong 发表于 2010-8-4 17:25

    Volume是即时的，OI是晚一天的。 也就是说今天的OI实际上是昨天的数据， 明天的OI才是今天的数据。
过去volume和OI都是晚一天的.

maldini

永恒罗马

Diver

Thank you very much.

How did you get these useful info?

sfbayarea 发表于 2010-8-5 00:03

Diver

That means most of the volume was offered at bid price, and only a small amount of the volume was bought proactively. So that means MM is willing to write out more VIX CALLs and bet VIX will not spike to 45 by Sept OE day. Does that suggest SPX will maintain bullish before Sept OE day?

sfbayarea 发表于 2010-8-5 00:00

xiaochong

Volume是即时的，OI是晚一天的。 也就是说今天的OI实际上是昨天的数据， 明天的OI才是今天的数据 ...
ypm968 发表于 2010-8-5 01:24

    谢队长指点。。。

sfbayarea

That means most of the volume was offered at bid price, and only a small amount of the volume was bo ...
Diver 发表于 2010-8-5 04:01

   They are sell to open position, some trader selling the vix call then buy the spx put as counter trade, so it's not necessary means that vix will not go to 45, just a strike which the trader picks for him to make profit.

smartll

sfbayarea 发表于 2010-8-5 00:00

老大，where can I see this information?