Monday, October 25, 2010

The ultimate Sentiment Chart

Pls find the graphical almagation of ...
  • ISE Options Call/Put ratio (unweighted)
  • CBOT Options Call/Put ratio (unweighted)
  • NYSE Options Options $ weighted Call/Put ratio (our calculation)
  • NYSE Options Options $ weighted Call/Put flow (our calculation)
  • FibTime high probability future turning dates


Takeaways:
  • Sentiment leads the market irrelevant of fundamentals, ioW. there is always someone, somewhere frontrunning in the levered world of options....
  • $ weighted ratios show more action as a better reflection of true flows
  • Oct 25/26 looks like a interesting call for a top

No comments:

Post a Comment