Search results

  1. A

    Why the 08Jan option has so few a volume?

    I noticed from the ES option (both call and put), that the open interest is very low at 2008 Jan. However, 07 Dec and 08 Feb both has a much larger open interest. What is special of the 08 Jan options? Thanks!
  2. A

    Question: why the american style ES futures option is not listed at CME.com?

    At CME.com, the european style EOM options on ES is listed under its product description page. However, I know for sure there are american style options on ES. I can find the quotes in CME's own daily bulletin, and I can trade it via IB. Then what is the reason CME do not describe this...
  3. A

    Questions about ES options

    May be I have some wrong understanding: with the option position as the hedge, if the price won't bounce back, will the loss be kept constant? Do you mean the broker will liquidate your futures position, even if your option position produces profits? About the re-entering, if the price have...
  4. A

    Questions about ES options

    while I think using options has an advantage: when the price reach the stop price, still keep the potential that the price may bounce back, suppose you are swing trading. While for stop loss order, you jare just out. So for a long term trading, may be option is better? and my other...
  5. A

    Questions about ES options

    I new trader for ES, I am wondering whether options can be used to replace the stop loss order for ES? question 1. In the contract specification, it says: 1 point = .01 index points = $0.50 My understanding is, take ESM7 for example: The current price of ESM7 is 1493.25. Suppose I want...
  6. A

    The influence of the option expiration day?

    NihabaAshi, thx for your explaination, clear enough! You don't care whether the trend is up or down, but there is a trend. I am also thinking about the rationale behind what michaelscott has said. As michaelscott said, more puts than calls can be interpreted as bulllish, while previously I...
  7. A

    The influence of the option expiration day?

    Where can I find the reference you mentioned? I've googled, but not find it:(
  8. A

    The influence of the option expiration day?

    If the open interest of call is larger than put, then there is tendency for up trend; and vise versa, am I correct? Is this what you mean? thx!
  9. A

    The influence of the option expiration day?

    I remember that someone at ET has discussed the influence of the option expiration day on the stock index. But I can not find it right now, any one can help me on this? The reason I ask this is that yesterday is an option expiration day, I want to know does it has any relation to the rally?
  10. A

    Details of the CME price matching algorithm?

    If I have a 1000 order and define a max show 100, then what is the priority of the remaining 900 orders? Given the following orders: Trader A E-mini S&P Bids 9330 for 3 lots @14:47 Trader B E-mini S&P Bids 9330 for 1000 lots @15:05 with max show = 100. Trader C E-mini S&P Bids 9330 for 2...
  11. A

    Details of the CME price matching algorithm?

    dear ddunbar, I've already read that brochure:-) But the details is not enough, my two supposed scenario does not solved. Yes, I think you understand me, but how to describe this exploiting --- I just think understanding the micro-structure of the market will help a better trading for sure...
  12. A

    Details of the CME price matching algorithm?

    Actullay I want some question for the details, such like: a) there is always a last price, equals to either ask price or bid price. how it is calculated? For market buy or sell order, is this last price used for both of them? b) in what kind of situation does the price move? Suppose a...
  13. A

    Details of the CME price matching algorithm?

    Does anyone knows the detail of CME price matching algorithm? I mean the algorithm to organize the order book, how last price is choosed, which order is to be excuted, how price changes, etc.
  14. A

    Can the price of E-Mini being manipulated by some big funds?

    Yeah I do understand market manipulation is possible. However, my focus is a bit different: for a large market such as the eminis, can it be effectively manipulated? IMO, it is a mission impossible due to the following facts: 1. e-mini S&P 500 futures open interest for Oct 17 is 1549527, which...
  15. A

    Does IB allows scalping?

    thanks a lot for your advice, so that I can stay away with those bucket shops:)
  16. A

    Does IB allows scalping?

    I heard of many forex brokers forbbiden scalping, thus they are all illegal companies?
  17. A

    Can the price of E-Mini being manipulated by some big funds?

    you mean they really has some power to make the market move? or they just follow the trend of the price? If they have some power over the price, but there maybe other large fund out there, so will it be risky for them to be got eaten up?
  18. A

    Does IB allows scalping?

    Thank you for all of your explanaitons. I am going to trade some eminis, and may be I will try scalping form time to time:)
  19. A

    Does IB allows scalping?

    I heard some brokers prohibit scalping, is true for IB?
Back
Top