ES Journal Archive (2011)

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Quote from Picaso:

Thank you.

I guess on exp nothing is very reliable
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i listen to vol,he's uncanny with exp,he had 113-120 on open interest,spy high probably to get under 120 using vol as the indicator.. edit....that may have changed,the spy 120 puts still have o.i. of 393k
 
Quote from ammo:

i listen to vol,he's uncanny with exp,he had 113-120 on open interest,spy high probably to get under 120 using vol as the indicator...that may have changed,the spy 120 puts still have o.i. of 393k
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do you (or he) ever post any trades here?
 
Quote from ammo:

i listen to vol,he's uncanny with exp,he had 113-120 on open interest,spy high probably to get under 120 using vol as the indicator.. edit....that may have changed,the spy 120 puts still have o.i. of 393k
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The o.i does that mean that volente is still vulnerable?
 
the open interest,o.i. in the spy can be used by vol to figure out the monthly premium erosion ,where the take the market down and fatten up the puts,sell them,then take it up to fatten the calls ,sell them ,then bring it back somewhere in the middle to collect the premium erosion to zero at exp,as the exp gets nearer the oi sometimes changes so his 113-120 would change as we get nearer to exp
 
Quote from PIPMAGIC66:

do you (or he) ever post any trades here?
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used to,caught a lot of flak for trading style,same as you're getting,kept honing it,now it's a broken record so no use posting trades anymore
 
Quote from ammo:

the open interest,o.i. in the spy can be used by vol to figure out the monthly premium erosion ,where the take the market down and fatten up the puts,sell them,then take it up to fatten the calls ,sell them ,then bring it back somewhere in the middle to collect the premium erosion to zero at exp,as the exp gets nearer the oi sometimes changes so his 113-120 would change as we get nearer to exp
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euro can change everything later today.
 
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