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标题: [原创] 提醒一下 [打印本页]
作者: 黄老泻    时间: 2010-12-10 12:31     标题: 提醒一下

根据我的检测跟踪发现：SPY年底的OPTION，在120P/121P上OI昨天开始大幅度增加，今天在122P上成交量非常大，且所有OPTION的IV值都略有上升。
是否需要适当注意一点风险？
作者: greenhand2009    时间: 2010-12-10 12:52

谢谢老泻，现在是有变盘危险
作者: 90ufo    时间: 2010-12-10 12:55

I also saw VIX keep increasing today.  thanks for pointing out which expiration and strike.
作者: wonder    时间: 2010-12-10 12:58

谢谢。
作者: ctcld    时间: 2010-12-10 13:11

这是好事，回调的能量又释放了点，怕的就是CPC，VIX莽牛
作者: yijianmei    时间: 2010-12-10 16:26

这是好事，回调的能量又释放了点，怕的就是CPC，VIX莽牛
ctcld 发表于 2010-12-10 12:11


Yes. Regular pullbacks along the way up would be healthy. If it keeps going straight up, that's not good. I hope we have some kind of pullback soon.
作者: 黄老泻    时间: 2010-12-10 16:31

也许大熊打算下周开始放手一搏，先提前储备弹药。
作者: 何鸿燊    时间: 2010-12-10 17:16

本帖最后由 何鸿燊 于 2010-12-12 18:08 编辑

偶倒觉得是从债市下来的资金在买红利高的股。西门说的SFL都不错啊。实际上买这些股已经比买债券安全了。
作者: 何鸿燊    时间: 2010-12-11 12:16

本帖最后由 何鸿燊 于 2010-12-11 11:17 编辑

Bullish sentiment raises risk level

Posted By Prieur du Plessis On December 8, 2010


The latest Advisors Sentiment report from Investors Intelligence [1] shows the bulls have edged up to 56.2% from 55.4% a week ago and 29.4% at the end of August. This equals the high of three weeks ago just prior to a stock market pull-back.

According to the report, the current data reflect “lots of funds have now been committed” and calls for caution, especially as the current level for the bulls is just below the 56.5% reading of December 2007. (As we know so well, stock markets peaked in October 2007 when the bulls hit a high of 62%.)

The spread between the bulls and bears of +34.9% “continues to hold at negative levels, similar to the readings shown in April 2010 when it was +37%. These are at the widest margin since the all-time high market back in October 2007 when the difference was +42%,” said Investors Intelligence [1].

Markets that are overbullish, overbought and overvalued call for caution, especially with a headwind of rising long-term yields.
作者: 黄老泻    时间: 2010-12-11 13:00

我所观察和记录到的一点一滴：
1.本周四/五在年底OE的SPY 123C/124C/125C/126C/127C/128C上存在大量的DT投机交易，OI上升的幅度却很有限；
2.相反，本周四五在年底OE的SPY 120P/121P/122P/123P上的OI随着成交量的显著放大而大幅度稳步上升；
3.所有SPY OPTION的IV值均显著上升；
4.银行类股短炒痕迹过于明显；
作者: 黄老泻    时间: 2010-12-11 13:09

本帖最后由 黄老泻 于 2010-12-11 12:10 编辑

此外，VIX可能或许大概接近于触底反弹的形态和时间周期。
当然这个属于个人的YY，不算事实依据。


[attach]240000[/attach]
作者: 何鸿燊    时间: 2010-12-11 13:45

Dip is welcomed and buyable, though.
I think banks will have a mild pullback in the next two weeks before the ER ramp.

Big tech names AAPL, GOOG, are lagging this round.
作者: 黄老泻    时间: 2010-12-12 15:23

YY一下：
[attach]240181[/attach]
作者: ctcld    时间: 2010-12-13 15:39

YY一下：
240181
黄老泻 发表于 2010-12-12 14:23


怎样解读今天的NAZ走向？
作者: 黄老泻    时间: 2010-12-13 15:56

怎样解读今天的NAZ走向？
ctcld 发表于 2010-12-13 14:39


猜测：可能是调仓换股。
作者: 90ufo    时间: 2010-12-13 16:12

$RUT, $NAZ red. relative weakness.
作者: quietplayer    时间: 2010-12-14 16:40

YY一下：
240181
黄老泻 发表于 2010-12-12 14:23



老谢， 你的图又对啦！



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