von GoldenSnuff » Donnerstag 17. November 2011, 21:53
Ein bisschen Hoffnung für die Bullen.....hat mir gerade ein US-Kollege geschickt, der sich die Action am US-Optionsmarkt heute angeschaut hat:
S&P (SPY) unusually bullish reading in options today considering the sell-off and seeing size buy the SPY Nov. 120 calls late in the day. On the day 2.9M puts and 1.58M calls traded, 1.8:1 ratio. On the call side $35.8M in call premium purchased and on the put side $42.7M in put premium sold, Net Delta of 7.4M on the day. At 1:42pm on the AMEX a trader sold 40,000 December (W) 120/115 put spreads and bought 40,000 December (W) $120/$125 call spreads. The other largest trade of the day was 20,000 June $143/$100 bullish risk reversals.