ES Journal Archive (2009 - 2010)

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Quote from Nagelis:

indeed, and gold up to 868.85 but off the highs now
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SPY 90 call :

1.65 -1.01 41,197.00 1.63 1.65 181,909.00 90.00

Too many buyers out there...
 
Quote from razf1:

Can someone explain to me how VIX is down 1.3% when ES is down 1.5%? Isnt this bearish for remainder of the day?
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well, payrolls are now out of the way so...
 
Quote from razf1:

Can someone explain to me how VIX is down 1.3% when ES is down 1.5%? Isnt this bearish for remainder of the day?
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Not necessarily, VIX will usually go down Friday and up Monday to account for the market makers pricing in the weekend over the trading day. A VIX over 40 is very high historically and while we are stuck in this recent narrow trading range there is no reason to push up option prices. The VIX was higher than it should have been yesterday in fear of a large move today.
 
Quote from opt789:

Not necessarily, VIX will usually go down Friday and up Monday to account for the market makers pricing in the weekend over the trading day. A VIX over 40 is very high historically and while we are stuck in this recent narrow trading range there is no reason to push up option prices. The VIX was higher than it should have been yesterday in fear of a large move today.
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Thanks for that explanation opt..didn't think about how the vol was expanded prior to report. Waiting for this SDD to resume.
 
Since we never updrift back to 50% of day, trend sell day intact.

Edit: trading breakout of this tight range may be easier then picking the top/bottom ...
 
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