06/17/2009 白天灌水

freestock

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。
CoolMax 发表于 2009-6-17 11:33

CM,
My understanding: when put is ITM, VIX will goes up and MM can rotate the put position to next month at lower strike price. So, MM will not lose money overall. However, if call is ITM, VIX is usually lower due to market up. So the call rotation will not have much benefit and will be risky. That is shy 庄家热衷于杀Call而不是Put.
请指教。

xfengyu

160# CoolMax


换句话说，他认为股市还得继续涨？

vivian

很奇怪的一个现象，大盘指数ETF涨，不过Overall的Down Volume大于Up Volume。
MM托大盘，打压个股？！
CoolMax 发表于 2009-6-17 12:03

打压的是不是rimm（-2.4%） 之类的热门股？ 如果是，也许是er/oe 快到了，控制股价

CoolMax

160# CoolMax


换句话说，他认为股市还得继续涨？
xfengyu 发表于 2009-6-17 12:12 PM

可以这么理解。

CoolMax

CM,
My understanding: when put is ITM, VIX will goes up and MM can rotate the put position to next month at lower strike price. So, MM will not lose money overall. However, if call is ITM, VIX is ...
freestock 发表于 2009-6-17 12:12 PM

为什么要Roll over而不是买回来平仓。

xfengyu

印钱不停，美金跌不止啊，何况现在通涨预期没那么高，换个方向理解就是加息的可能更小了

CoolMax

ppteam，Tick过1000了。

CoolMax

呵呵，不出所料，回调要来了。

xfengyu

回测50日均线？
破不了的话今天应该看牛吧

CoolMax

回测50日均线？
破不了的话今天应该看牛吧
xfengyu 发表于 2009-6-17 12:30 PM

有希望，EMA50的方向朝上。

zhyuan04

请看我昨天的总结帖子: my view on current market (06/16)
http://www.mitbbs.com/article_t/Stock/32038475.html

Since March, there were three moderate corrections:
(1) from 833 to 780 (-53 points)
(2) from 875 to 826 (-49 points)
(3) from 930 to 879 (-51 points)

This time is the fourth moderate correction:
(4) from 956 to ? (-? points)
If this is still a correction during uptrend, then the target is around 906
which is right on the 200MA line. So I feel there is a good chance for a
rebounce to occur at this level.
However, if this correction goes below 900, I will see it as a dangerous
signal for bulls. Let's wait and see.

This correction so far is from 956 to 904 (-52 points). So accurate!

freestock

为什么要Roll over而不是买回来平仓。
CoolMax 发表于 2009-6-17 12:15

Even 平仓 MM will still sell new positions for next months to make more money. So, it is the same as rotation.

sunnysunny

ding! 171# zhyuan04

nomattewhen

请看我昨天的总结帖子: my view on current market (06/16)

Since March, there were three moderate corrections:
(1) from 833 to 780 (-53 points)
(2) from 875 to 826 (-49 points)
(3) from 930 to 879  ...
zhyuan04 发表于 2009-6-17 12:32

CoolMax

Even 平仓 MM will still sell new positions for next months to make more money. So, it is the same as rotation.
freestock 发表于 2009-6-17 12:33 PM

本月的Option有到期的问题，下个月，MM完全可以选择更好的点位卖Option。
所以没有理由一定要同时进行。

trueself

有希望，EMA50的方向朝上。
CoolMax 发表于 2009-6-17 12:31

waterwater

今天主要打击金融股。。。
ajs 发表于 2009-6-17 12:03

Cool cat.

nomattewhen

Even 平仓 MM will still sell new positions for next months to make more money. So, it is the same as rotation.
freestock 发表于 2009-6-17 12:33

按这个思路
mm今天杀牛无数 然后很多人开始转熊 想在高位时put
mm为了卖出put 就要拉升 但不能过之前高点 不然熊又要转牛了
然后盘整几天后突然拉升杀熊
之后进入大回调

替mm画好地图了

freestock

本月的Option有到期的问题，下个月，MM完全可以选择更好的点位卖Option。
所以没有理由一定要同时进行。
CoolMax 发表于 2009-6-17 12:34

xfengyu

有个问题，为什么大家看盘的时候一般都是拿SPX，Dow和Nasdaq都只是参考？