A short term bottom of QQQQ# Stock
p*p
1 楼
in terms of 1-2 weeks may be 7/14
it meets:
1. A extreme high p/c >3.5 already happened in previous several days
2. IV of option is at the peak in the mid term range(>6 months)
3. p/c on that day >2
Here are dates meeting the above criteria
4/15/2005
10/12/2005
1/23/2006
5/23/2006
6/13/2006
7/13/2006
3/5/2007
8/9/2007
11/26/2007
1/22/2008
3/14/2008
7/14/2008
1 out of 12 is not local bottom
11 out of 12 are bottom
you do the math
it meets:
1. A extreme high p/c >3.5 already happened in previous several days
2. IV of option is at the peak in the mid term range(>6 months)
3. p/c on that day >2
Here are dates meeting the above criteria
4/15/2005
10/12/2005
1/23/2006
5/23/2006
6/13/2006
7/13/2006
3/5/2007
8/9/2007
11/26/2007
1/22/2008
3/14/2008
7/14/2008
1 out of 12 is not local bottom
11 out of 12 are bottom
you do the math
