ES Journal Archive (2009 - 2010)

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Quote from Pekelo:

Another big dragon failure at 784 (ES June), Height was 10+ points...
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This one stopped after 4 pts but there was another failure a point higher 785 that did make it to 777.25, still not the expected 10 points but much closer.

The last hour's action was very irregular, if I might say...
 
With certain ncaa pools on the floor having several thousand dollar entry fees, the action on the court is much more enticing. This tournament sucks the productivity out of corporate America for few days.


Quote from Pekelo:

This one stopped after 4 pts but there was another failure a point higher 785 that did make it to 777.25, still not the expected 10 points but much closer.

The last hour's action was very irregular, if I might say...
More...
 
interpreting open interest in options is open to debate unless you know the hedging/no hedging strategy implemented by all the parties.

Some will rebalance the hedge but not all. It's this gamma trading you want to know about.

For instance, can you tell me what percentage of the option open interest is an offset to OTCs/structured notes sold to bank customers?
 
Quote from ammo:

open interest at 800, these if we mark the spx at 800 or close to,will go out at or next to zero,see how this plays out,ask volente for experienced viewpoint,spx gets marked at opening at 8:30 a.m. for fri exp value on at month options(march)
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Ammo where did you get that list?

Anybody have a link to similar a listing?
 
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