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Nicademus

01/30/16 1:44 PM

#181694 RE: Nicademus #181692

So what does this data day? Well just like any data you can't rely just one indicator but with that said....
Traders feel strong that SPY will continue to have a good weak next week but after that it becomes anyone's guess although the leanings are toward the bearish side to finish the month. Then in March there is fairly strong feeling SPY will find its bottom in the middle of the month. I didn't post April or May but so far it seems options are showing pricing in a peak in May.
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imiloa

01/30/16 4:17 PM

#181711 RE: Nicademus #181692

that's good info. did you compile this yourself?
or copying from a link?

for ref, here are some other handy links:

SPY open interest totals (call vs put):
http://www.cboe.com/data/mktstat3.aspx?Dy=29&Mo=1&Yr=2016&selid=SPY

SPY open interest by price level:
http://maximum-pain.com/options/open-interest?s=SPY&urk=SPY


Unusual Option Activity:
http://online.wsj.com/mdc/public/page/2_3027-unusualoptmid.html

re: UOA, note that the data lists UOA for both calls and puts
(there's a "put" link in the table header)
so the key is checking the balance btwn them.

eg: for VIX, friday's option volume was:
calls: 90,112
puts: 33,099

so 3x calls on the day.