Short DAX at 7740

Quote from ASusilovic:

Put / Call Ratio Sep 4.1987

Put / Call Ratio Oct 3.0528



London gang is brewing something....
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some questions on this..if u dont mind sharing ur experience on the put/call ratio concept

1. Does this concept really have that much effect on the mkt towards options exp.

2. close to options exp. i would have thought most of the in the money or close in the money options would either have been closed or rollover. every one knows the MM will want to screw them?

thanks
 
Quote from xty:

some questions on this..if u dont mind sharing ur experience on the put/call ratio concept

1. Does this concept really have that much effect on the mkt towards options exp.

2. close to options exp. i would have thought most of the in the money or close in the money options would either have been closed or rollover. every one knows the MM will want to screw them?

thanks
More...

I would STRONGLY oppose No.2.

Just a couple of weeks / month ago, I observed early in the morning 3 days before expiration 12.000 puts traded. P/C ratio jumped to 6, 7 or was it 8 ? Can't remember the exact number ! My first thought was, heck, where is all of a sudden this volume coming from ?

FDAX tanked 180 points that day.

Question is : WHO was massively screwed that day ? :confused:
 
Quote from ASusilovic:

Exit 5500.00 puts, proceedings reinvested into 5600.00 calls ( dynamic hedging... ).
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whats the underlying direction..............(suppose short fdax)

or was it just closing one leg of ur strangle?
 
Quote from xty:

whats the underlying direction..............(suppose short fdax)

or was it just closing one leg of ur strangle?
More...

Closing one leg of the strangle.


But here comes my WAU WAU again ! 5616.00 traded ! That's fine, come to papa ! :D :D :D

Better than a trained dog ! Too funny how over 18 years NOTHING HAS CHANGED ! The Germans still imitating ES like bride and groom. :D
 
Quote from ASusilovic:

I would STRONGLY oppose No.2.

Just a couple of weeks / month ago, I observed early in the morning 3 days before expiration 12.000 puts traded. P/C ratio jumped to 6, 7 or was it 8 ? Can't remember the exact number ! My first thought was, heck, where is all of a sudden this volume coming from ?

FDAX tanked 180 points that day.

Question is : WHO was massively screwed that day ? :confused:
More...

PCR 6.7233 !!!! 10.000 puts changed hands. Short FDAX.
 
ZEW Current Situation -74.0

ZEW Current Sentiment 59.6

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Between reality and hope is a huge difference...let's see what October will be...
 
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