有大熊志存高远

Whigs

SPY Oct 2010 100.000 put
放巨量
Volume:        148,645
Open Interest:        420,099

不像是hedge.

ByStander

怎么看出来不是hedge？

Whigs

怎么看出来不是hedge？
ByStander 发表于 2010-9-23 16:58

Maybe I am wrong. Just my feeling.

我是谁

wow

slcgh

babyruth

还有这个110 Put, OCT put volume 是Call 的 4-5 倍. 看上去有人在豪赌
SPY 狂跌.

Price         Volume    Open Interest
110.00        77,246        274,960

superxy

会大跌吗？

oldfairy

中日开战？？？

wave

中日开战？？？
oldfairy 发表于 2010-9-24 01:28

Whigs

wouldnt today be a better entry....seems big guys are also not right all the time
mindymore7588 发表于 2010-9-24 15:51

Above all, the biggest guy is the Fed.
Never fight the Fed, especially when they buy the equity market directly...
I should have remembered today is a Fed POMO day.

fatie

we may ask: who wrote those put??

babyruth

回复 11# Whigs

This may not be true, its just one factor. Look at previous POMO days, like 9/22, 8/15-16 are all down days.

ppteam

again, this kind of data doesn't show any edges.

Last time when SPX was at around 1040, somebody said there're big index put buying going on. And we all know what happened next.

babyruth

Hard to say if PUT/Call OI ratio has predicticve power, like other data, this is just one factor. Every time it reaches a peak, SPY sees LL in a while:


You can see it shot up so big on 09/17 to the highest level in a year, its very unusual. Those huge number of puts may be hedges or big bets. This sounds like lots of people are very concerned about the market at least.