b*p
2 楼
说明什么？
f*r
3 楼
说明该捞底了，哈哈
【在 b*****p 的大作中提到】
: 说明什么？
【在 b*****p 的大作中提到】
: 说明什么？
B*e
4 楼
青蛙也不要玩Vix，否则都不知道如何死的。
【在 r***l 的大作中提到】
: 大盘没怎么涨，vix掉的厉害...
【在 r***l 的大作中提到】
: 大盘没怎么涨，vix掉的厉害...
b*p
5 楼
rival兄弟，是这样吗？
【在 f****r 的大作中提到】
: 说明该捞底了，哈哈
【在 f****r 的大作中提到】
: 说明该捞底了，哈哈
j*2
6 楼
usually means, marekt is far from bottoming..
market only can bottom when VIX is very high..
【在 b*****p 的大作中提到】
: rival兄弟，是这样吗？
market only can bottom when VIX is very high..
【在 b*****p 的大作中提到】
: rival兄弟，是这样吗？
B*r
7 楼
很难说。
个人看法：
中长期底往往是尖的，VIX有暴涨暴跌，然后跌。
中短期底可以是圆的，VIX也做个圆顶，然后跌。
【在 j*****2 的大作中提到】
: usually means, marekt is far from bottoming..
: market only can bottom when VIX is very high..
个人看法：
中长期底往往是尖的，VIX有暴涨暴跌，然后跌。
中短期底可以是圆的，VIX也做个圆顶，然后跌。
【在 j*****2 的大作中提到】
: usually means, marekt is far from bottoming..
: market only can bottom when VIX is very high..
l*7
8 楼
Option Indicators Still Bearish
By Steve Smith Nov 12, 2012 13:19 pm
The following content is published in real-time on Minyanville's Buzz &
Banter. For a free two week trial and access to over 30 market professionals
, or to learn more, please click here.
The S&P 500 just held some at the 1380 level and has some very near-term
oversold readings but two popular option gauges suggest more downside is
ahead. The VIX is down nearly 7% today and never crossed above 20 during
last week’s selloff. In the three prior declines of 3% or more, last August
and last June, it shot to 21 and 26, respectively. Some of this failure to
rise is due to the fact that 20 realized volatility remains relatively low
at 14%.
Also, the calculation of the VIX rolled on Friday as the front month options
being used went from November to December; as implied volatility had gone
into backwardation; that is, front month was higher than later dated. This
would have a dampening effect. But it is important to note that the term
structure of the VIX futures remains in steep contango with later dated
contracts still sporting a premium to front dated. Still, the failure of the
VIX to have a “spike” suggests that panic, and hence a possible short-
term bottom has not yet occurred.
Likewise the put/call ratio, which has been trending higher, has also not
achieved the extreme levels usually associated with a bottom. The chart
below, courtesy of McMillian Research, which plots a 10-day moving average,
shows that past major Buy signals were reached readings at or above 0.73;
today’s 10 ma reading is at 0.70. But of more importance is not the
absolute level but change in trend. Right now the, p/c is still trending
higher, suggesting more downside.
Read more: http://www.minyanville.com/buzz/buzzalert/option-indicators-still-bearish/11/12/2012/id/165494#ixzz2C454YGaO
By Steve Smith Nov 12, 2012 13:19 pm
The following content is published in real-time on Minyanville's Buzz &
Banter. For a free two week trial and access to over 30 market professionals
, or to learn more, please click here.
The S&P 500 just held some at the 1380 level and has some very near-term
oversold readings but two popular option gauges suggest more downside is
ahead. The VIX is down nearly 7% today and never crossed above 20 during
last week’s selloff. In the three prior declines of 3% or more, last August
and last June, it shot to 21 and 26, respectively. Some of this failure to
rise is due to the fact that 20 realized volatility remains relatively low
at 14%.
Also, the calculation of the VIX rolled on Friday as the front month options
being used went from November to December; as implied volatility had gone
into backwardation; that is, front month was higher than later dated. This
would have a dampening effect. But it is important to note that the term
structure of the VIX futures remains in steep contango with later dated
contracts still sporting a premium to front dated. Still, the failure of the
VIX to have a “spike” suggests that panic, and hence a possible short-
term bottom has not yet occurred.
Likewise the put/call ratio, which has been trending higher, has also not
achieved the extreme levels usually associated with a bottom. The chart
below, courtesy of McMillian Research, which plots a 10-day moving average,
shows that past major Buy signals were reached readings at or above 0.73;
today’s 10 ma reading is at 0.70. But of more importance is not the
absolute level but change in trend. Right now the, p/c is still trending
higher, suggesting more downside.
Read more: http://www.minyanville.com/buzz/buzzalert/option-indicators-still-bearish/11/12/2012/id/165494#ixzz2C454YGaO
g*8
9 楼
放个马前炮，明天大跌，VIX大涨！
r*l
10 楼
我觉的日内如果vix和spy同时走低，spy盘中反弹希望很大，比如今天，可以考虑DT
spy。但如果隔夜就不好说了。当然我也从来没这么交易过，还在摸索。
spy。但如果隔夜就不好说了。当然我也从来没这么交易过，还在摸索。
b*p
11 楼
谢谢jenny！我还在研究中．
【在 j*****2 的大作中提到】
: usually means, marekt is far from bottoming..
: market only can bottom when VIX is very high..
【在 j*****2 的大作中提到】
: usually means, marekt is far from bottoming..
: market only can bottom when VIX is very high..
b*p
12 楼
thanks for the info.
professionals
【在 l*****7 的大作中提到】
: Option Indicators Still Bearish
: By Steve Smith Nov 12, 2012 13:19 pm
: The following content is published in real-time on Minyanville's Buzz &
: Banter. For a free two week trial and access to over 30 market professionals
: , or to learn more, please click here.
: The S&P 500 just held some at the 1380 level and has some very near-term
: oversold readings but two popular option gauges suggest more downside is
: ahead. The VIX is down nearly 7% today and never crossed above 20 during
: last week’s selloff. In the three prior declines of 3% or more, last August
: and last June, it shot to 21 and 26, respectively. Some of this failure to
professionals
【在 l*****7 的大作中提到】
: Option Indicators Still Bearish
: By Steve Smith Nov 12, 2012 13:19 pm
: The following content is published in real-time on Minyanville's Buzz &
: Banter. For a free two week trial and access to over 30 market professionals
: , or to learn more, please click here.
: The S&P 500 just held some at the 1380 level and has some very near-term
: oversold readings but two popular option gauges suggest more downside is
: ahead. The VIX is down nearly 7% today and never crossed above 20 during
: last week’s selloff. In the three prior declines of 3% or more, last August
: and last June, it shot to 21 and 26, respectively. Some of this failure to
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