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发表于 2011-6-12 07:38 PM
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yaobooyao 发表于 2011-6-12 00:51 
如此,假如下跌势头继续强烈,过了这个OE,下个周期MM如法炮制,岂不是还要低过125。
一直想把option ...
老幺,like your posts.
When price breaks down the big put OI support (SPY 130put, 6/18) just before OE, MM will short SPX future to hedge their positions. The further the broken down, the more intensive future shorting. Unless the price goes up above 130 before/on Wednesday. |
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