
Quote from ASusilovic:
The notorious "4 times FDAX sell-off"- rule...Just my humble opinion...By the way ODAX PCR 3.22472...
It probably won't match the DAX option PCRs but US index options PCR average historically is around 1.8. I.e. A US PCR significantly higher than 1.8 indicates a bearish/hedged market exposure by "sophisticated investors" (=index options!!!)Quote from JSSPMK:
Well you know my view on this, I just can't trade longer term charts. It would be interesting to see an average of the PCR, like on that chart. I have no idea how to organise it.
Quote from makloda:
It probably won't match the DAX option PCRs but US index options PCR average historically is around 1.8. I.e. A US PCR significantly higher than 1.8 indicates a bearish/hedged market exposure by "sophisticated investors" (=index options!!!)