Our mission is to provide valuable trading insights to advanced traders for analysis of mass behavior in the equity, bond, commodity and currency markets.
Friday, May 20, 2016
Thursday, May 19, 2016
Wednesday, May 18, 2016
Final #VIX #PutCallRatios for Wednesday, May 18, 2016
The front-month VIX Put/Call Ratio (in this case June) is always a very good sentiment indicator of large players' vol bets, and today, post FOMC Minutes, the gyrations were wild.
#ES_F Daily + Weekly SPR plus IB Levels Chart for Wednesday, May 18, 2016
What a day, it became, once we crossed the 1400ET timeline (FOMC Minutes Release). Once MBS/VWAP were punched thru, they became the new ceiling for prices. We are lucky that we closed unchanged ioho.
Tuesday, May 17, 2016
Final #VIX #PutCallRatios for Tuesday, May 17, 2016
Today was last day of trading for May VIX Options... that's why its dollar-weighted Put/Call Ratio was so huge. If you look at contract volumes and premiums paid, the load has already shifted to June VIX Contracts....
#ES_F Daily + Weekly SPR plus IB Levels Chart for Tuesday, May 17, 2016
Excellent call by @Capt_Tiko ("look for 2036 in the last 30 min of RTH") about 1344 CT today... must be that albacore tuna....