06/17/2009 白天灌水

wyemlyy

108# zhyuan04

So far I am right. Hope you are right.

Cobra

Another Month, Another Lousy Expiration Week For The Bulls

While we've only had two full days of trading, options expiration week is shaping up to be a lousy one.  If it feels familiar, that's because it is.  As shown in the chart below, last month's expiration week (May 11 - May 15) was almost as bad as this month's has been.  While the S&P 500 is down 3.6% so far this week, last month it was down 2.2% in the first two days of trading and finished the week down 5%.  As Yogi Berra would say, the bulls are hoping it's not deja vu all over again.

 

trueself

122# Cobra

ByStander

刚发现，今天VIX暴跌了。有趣。
Cobra 发表于 2009-6-17 09:43

VIX是跌的,不过VIX各月的FUTURES都是涨的

yoy_158

上攻EMA(50)

trueself

122# Cobra


i survived last month, and i do hope that wii be my' deja vu all over again'

CoolMax

VIX是跌的,不过VIX各月的FUTURES都是涨的
ByStander 发表于 2009-6-17 11:15 AM

说明大家预期Volatility涨。

smartll

Sold all the puts this morning....relax now... and wait for another high to enter shorts next week.

xfengyu

请问下，所谓的杀Call，会不会把股价杀到一定程度然后回购这些call，到最后两天再继续拉起股价，然后杀Put?

CoolMax

上攻EMA(50)
yoy_158 发表于 2009-6-17 11:16 AM

按老蛇的话，第一次不会过。

CoolMax

请问下，所谓的杀Call，会不会把股价杀到一定程度然后回购这些call，到最后两天再继续拉起股价，然后杀Put?
xfengyu 发表于 2009-6-17 11:19 AM

是这样理解的。

guelder_rose

就要全线飘绿了！

CoolMax

就要全线飘绿了！
guelder_rose 发表于 2009-6-17 11:21 AM

SPX还差一点。

ByStander

说明大家预期Volatility涨。
CoolMax 发表于 2009-6-17 11:17

I　think so

xfengyu

再请教下，为何说Call >> Put

CoolMax

再请教下，为何说Call >> Put
xfengyu 发表于 2009-6-17 11:24 AM

不太明白你的问题。能说清楚一些吗？

你指交易量还是Open Interest.

zhyuan04

hehe, I have moved my ES stop from SPX 895 to SPX 903, so the maximum loss for
me now is just 3 points.

132# guelder_rose

xfengyu

为何庄家热衷于杀Call而不是Put?
有人的回答说Call >> Put

snowwolf229

CoolMax

为何庄家热衷于杀Call而不是Put?
有人的回答说Call >> Put
xfengyu 发表于 2009-6-17 11:27 AM

这是说，特定Strike Call的Open Interest大于Put的Open Interest。
一般而言，MM的卖Call和Put的一方。所以低价买回写出去的Call和Put是MM最大的兴趣。