SPX Notes 2010

开小差

thx,ding

cboom

thx

qrs

Thank you. I agree with you.

student

Hi BayLaoDa,

What's the max pain for spy on this OE? i see 105 to 110.

Thanks!

newyorker

co-ask :)

Hi BayLaoDa,

What's the max pain for spy on this OE? i see 105 to 110.

Thanks!
student 发表于 2010-3-3 19:39

bayliner1979

I think SPY OE close will be likely around 112.

Hi BayLaoDa,

What's the max pain for spy on this OE? i see 105 to 110.

Thanks!
student 发表于 2010-3-3 19:39

student

Thanks. what's the range in the next two week? My guess is that spy reach low next week, then bounce early next week, range between 115 to 109.

bokchoy888

Bay Lao Da, do you have a theory on the double black candle on VIX? Any special meaning? great thx!

http://stockcharts.com/h-sc/ui?s=$VIX&p=D&yr=0&mn=9&dy=0&id=p05654593935&a=162737384&listNum=6

bayliner1979

Black VIX bar means that a significant amount of PUTs are closed during the daily trading hours.

This cancels the red Marubozu a week ago.

I am looking forward to a piggy market before OE.    The SPY OE close is upgraded to be between 112 and 114.

Bay Lao Da, do you have a theory on the double black candle on VIX? Any special meaning? great thx!
...
bokchoy888 发表于 2010-3-9 20:10

ppteam

piggy market before OE. yeah, agree.

新低手

  looks like people start to believe economy is improving, and so no huge pull-back within a short time

newyorker

any update?  Thanksa lot!

bayliner1979

SPY OE close should be around 115.

X中国陆军

bayliner1979

BTW，现在的市场根本不敢做长线。可能大牛市、可能大熊市、可能大猪市，三种可能各33%，我靠。

1. 大牛市：VIX的下降通道，就是大牛市前的预兆，低了还可以再低，没人再去买OTM put。

2. 大熊市：2010年2月5日对应2007年8月16日。2010年1月19日顶对应2007年6月的顶。那现在就对应2007年10月的牛牛们在悬崖边的最后的狂欢。图形太像了。

3. 牛也涨不上去、熊也压不下去，猪它一年，看起来也很有可能。

所以，这是在掷一个像是三面饺子一样的骰子，3种可能一样。除了短线，啥也做不了。

humbletrader

Thanks.

sfbayarea

BTW，现在的市场根本不敢做长线。可能大牛市、可能大熊市、可能大猪市，三种可能各33%，我靠。

1. 大牛市 ...
bayliner1979 发表于 2010-3-17 20:08

    no girl pics this time?

green_aapl

Bay laoda, looks like OI changes much last night, can you take a look and give a guide?

SPY OE close should be around 115.
bayliner1979 发表于 2010-3-17 19:54

bayliner1979

I can't.

You should take the math expectation value of the OI change into consideration before you do any transaction.

http://www.optionpain.com/MaxPain/Max-Pain.php

SPY maxpain 116.

Currently 7 mins before OE close, SPY = 115.90.

Bay laoda, looks like OI changes much last night, can you take a look and give a guide?
green_aapl 发表于 2010-3-18 08:37

bayliner1979

115.96了，哈哈，大家的仓位的屁股坐在哪里，决定股价哈