Friday, November 11, 2011

Put call is quite low implies bearish ahead

Equity Options Index Options Total Put / Call
Time Calls Puts Total Calls Puts Total Calls Puts Total Ratio
9:00 AM 130838 93115 223953 139000 181169 320169 269838 274284 544122 1.02
9:30 AM 235126 159098 394224 237106 334558 571664 472232 493656 965888 1.05
10:00 AM 331137 216597 547734 338778 456577 795355 669915 673174 1343089 1.00
10:30 AM 397150 254184 651334 424268 544631 968899 821418 798815 1620233 0.97
11:00 AM 463934 298195 762129 497719 618965 1116684 961653 917160 1878813 0.95
11:30 AM 511175 330435 841610 522695 658173 1180868 1033870 988608 2022478 0.96
12:00 PM 559162 366544 925706 568663 705732 1274395 1127825 1072276 2200101 0.95
12:30 PM 607599 392820 1000419 610194 754998 1365192 1217793 1147818 2365611 0.94
1:00 PM 654281 420142 1074423 635894 828217 1464111 1290175 1248359 2538534 0.97
1:30 PM
2:00 PM
2:30 PM
3:00 PM

2 comments:

  1. My thoughts exactly...BOTH index and equity took a major dive today.

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  2. Thats good cuz I held a good portion of puts, actually increased more at the ellipse swat down top (I hope).

    I can Imagine 1 more day of ramp or tape slam, get the bears to succumb.   Then 3 or 4% down move.    But the breakage of the Bernoulli Channels is big, real big, and the backtest of the BChan is big, real big.    Sure it could be just a manipulation game, but after the bears get burned again (refer to Charlie Brown and Lucy), after the bears were licking their chops about missing the big drop (I didn't--the blimp called the drop), and then the bears got a rocket blast up the ying yang and many bailed out already put call.        But after all that, and Europe in flames, I think this could go down. 

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Insightful and Useful Comment!