Daily analysis of open interest

[umbolox]

Update of monetary placements.

On all the European underlyings we are witnessing a day of easing of market positions.

On Mibo, closing of put otm and opening of puts and calls at strikes 22000 and 22250. New calls at strikes 22500 and 23500 and closings at strikes 23000. Future significantly decreased from 66k to 64k.

Also on the Stoxx there was a sharp decline in the futures component which decreased by almost 120,000 contracts. On the options sector, the same immense number of puts entered yesterday on the market on the two strikes 2900 and 3150 closed. This movement is so huge and bizarre that we believe that it was a simple error of the data source. In all cases, there are more position closings than new openings, both on the put side and on the call side.

Finally, the Dax which recorded an internal roll of puts that go from strikes 12000 and 12500 to strikes 12900 and 13300. Closing of calls at strikes 13600 and 13800 and opening of new positions at 13500 and 14000. Also in this case, net reduction of the future component Which goes from 73k to 69k.

 

[umbolox]

Update of monetary placements.

On the Mibo significant increase in futures contracts of about 1500 contracts. Closure of call at strike 23000 and coverage of call and put positions on strike 22250 and 22750. New calls starting from strike 23500.

On S&P, new increases in the futures component and closing of put positions at strike 3550 and call at strike 3600. New openings of put only starting at strike 3400 and coverings of calls and puts at strikes 3600 and 3750. In all cases, thanks to the Thanksgiving, is a movement of little importance.

The widespread closure of calls on all strikes and the opening of new put positions starting from strikes 3350 and 3450 continues on the Stoxx. New calls only at 3500 and 3700. Future significantly increased.

Also on the Dax the same movements with an increase in futures contracts, call closures at strike atm and new put openings at 13200 and 13000. Put and call hedges at strike 13500 and new calls only starting from 14000.

 

[umbolox]

9.30 a.m. CET

Expected volatility increasing and cumulative distributions within the ranges of the past week. Opening volumes and probability ranges.

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[umbolox]

Update of monetary movements.

On S&P easing of futures, closing of atm call and closing of otm put. Few new contracts both on the put side at strike 3650 and on the call side at strikes 3750 and 3800.

On Eurostoxx closing of futures followed by the easing of numerous calls to strike 3600. New put contracts at 3300 and 3500.

Also on Dax we are witnessing the closing of about 5k futures contracts and the consequent lightening of considerable amounts of calls at strike 13,000.


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[umbolox]

Update of monetary placements.

On S&P, despite the closure of about 5k futures, supportive put increases to strike 3600 and 3500 insist and continue inexorably to decrease calls to strike 3700. New entries only at 3800.

Also on the Stoxx we are witnessing a lightening of the futures component and the closing of put at strike 3500 and call at strike 3600. On the other hand, new put positions at strike 3400 and call at strike 3625 are opened. This would seem to be the new space for Market work.

Lastly, on the Dax which sees, for the third consecutive day, the decrease in the futures component which passes from 78k to 74k, while on the options sector there are new put openings at strikes 13300 and 12900 and the closing of calls in the area 13600


https://www.sunnymoney.cloud/3-december/

 

[umbolox]

Update of monetary placements.

On S&P, in the face of a decrease in futures contracts, there was a net closure of calls from strike 3600 to strike 3900 and new put entries from strike 3650 to strike 3500.

On Eurostox, new call openings at 3550 and 3600 and some put closings at strikes 3350 and 3375. Future slightly down.

On Dax, on the other hand, new put openings at 13200, 12700 and 12800 and new calls at 13400. Future slightly increased.

It is evident that between the markets there are strong differences in the new monetary positioning. There appears to be greater relative strength on S&P supported by confirmations of monetary positioning. Stall phase on Dax, while on Stoxx, but above all on Ftsemib, we see the first closures of positions at the lower price margins.

More on this here:

https://www.sunnymoney.cloud/market-analysis/

 

[umbolox]

Update of monetary placements.

From today we will start monitoring the monthly January and the quarterly March.

On the Stoxx there is a large accumulation of cash at strike atm in the area of 3500, both for put and call. Closing of puts at strike otm and new openings on even more distant levels. Call starting at strike 3625.

Great work on the Dax on call strikes 14000 and on puts 13000. Within this price range, no contract to report except some put closure at strike 13200.

On the Mibo, increase in put contracts at strikes 20,500 and 22,000. New calls only starting from strike 23,000.

Lastly, S&P where there are new put openings at strikes 3300 and 3600 and new calls only starting from srike 3950.