ES Journal Archive (2009 - 2010)

Discussion in 'Journals' started by Jahajee, Jan 1, 2009.

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  1. Rally days today and tomorrow??
     
    #41621     Sep 27, 2010
  2. volente_00

    volente_00



    Have to break through the 110 put interest first.


    A large open put interest can act like a magnet but typically it is a contrarian indicator. If I short a spy oct 100 put right now, I would be doing so because I either think we stay above it and I capture the premium or I think that spy is a buy at 100 and if that put gets exercised the the underlying gets put to me at that strike and my cost is 100 - any premium I made selling it. Retail players are the majority that are going long the option while pros are the mostly the ones selling premium. If you are looking for a selloff, look for one when spy is trading above where the largest open call interest is, and if looking for a rally, look for spy to be trading under where the largest open put interest is.


    right now oct spy interest to me indicates we can trade 110-116.

    This is not set in stone and one of the favorite games to be played is to run it past the strike to suck in more premium before jamming it the other way.


    The expanded range is 109 - 117.
     
    #41622     Sep 27, 2010
  3. LONG 1140.25!
     
    #41623     Sep 27, 2010
  4. ammo

    ammo

    add 43.25 avg 43.7/8
     
    #41624     Sep 27, 2010
  5. Gentlemen,

    7 down gaps still open in S&P 500 pit contract. About time to close at least one, or ? :D
     
    #41625     Sep 27, 2010
  6. Picaso

    Picaso

    1120? IMHO, it's unlikely we go there today.
     
    #41626     Sep 27, 2010
  7. blox87

    blox87 Guest

    Thanks for the explanation,

    I was thinking it could be someone trying to capture some premium also but wasn't sure. Does the price usually get pinned between the highest open interests on the call and put side at the expiration?
     
    #41627     Sep 27, 2010
  8. No. 1132 is the first target. Closing the gap means 1120.40. :)
     
    #41628     Sep 27, 2010
  9. will add to long at 1136
     
    #41629     Sep 27, 2010
  10. emg

    emg

    plan on going long 1136.00
     
    #41630     Sep 27, 2010
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