Sunday, July 18, 2004 3:48:31 PM
Narrowing it down…
May of 1999 just a quick look at 1999… reasons? Beyond the high TRINQ prints of 350+ causing compression in that chart. Also showing the P/C 200ma crossings before dumping the put/call chart.
NDX
NAAD
I would really like to use the QQV and 21ma… as it is a QQQ specific historical/current measurement of volatility that has direct effect on the premium I/we pay for QQQ options. But as you see it did not come into existence until 2001
I’m trying to Put less emphasis on the P/C for obvious visual reasons but the 200ma crossings are interesting.
Furthermore; after hearing that Stockcharts keys off of CBOE data and my recent distrust/findings of CBOE’s data inconsistencies “not adding up” leads me to believe that errors are abundant… so lets leave it out and narrow this down a bit
TRINQ: Recently… I like the idea of using the 5&10ma’s Vs 1.50 horizontal line. The compression of the chart due to the spikes in 1999 will cause me to start this analysis after that date. Since the QQV did not start until 2001.... ... ...
As you can see high 40’s trinq prints are still compressing the chart… see next post
NAHGH
NAMO
May of 1999 just a quick look at 1999… reasons? Beyond the high TRINQ prints of 350+ causing compression in that chart. Also showing the P/C 200ma crossings before dumping the put/call chart.
NDX
NAAD
I would really like to use the QQV and 21ma… as it is a QQQ specific historical/current measurement of volatility that has direct effect on the premium I/we pay for QQQ options. But as you see it did not come into existence until 2001
I’m trying to Put less emphasis on the P/C for obvious visual reasons but the 200ma crossings are interesting.
Furthermore; after hearing that Stockcharts keys off of CBOE data and my recent distrust/findings of CBOE’s data inconsistencies “not adding up” leads me to believe that errors are abundant… so lets leave it out and narrow this down a bit
TRINQ: Recently… I like the idea of using the 5&10ma’s Vs 1.50 horizontal line. The compression of the chart due to the spikes in 1999 will cause me to start this analysis after that date. Since the QQV did not start until 2001.... ... ...
As you can see high 40’s trinq prints are still compressing the chart… see next post
NAHGH
NAMO
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