|
US markets today's announcements: Consumer Confidence last was 39.8 Market's beware of the big bad BEAR |
|
SPY bear spread on weeklies [VIDEO]. |
# | symbol | CVol | PVol | PCVol | PCOI | iv | UpDown | putiv | calliv |
|---|---|---|---|---|---|---|---|---|---|
| 1 | TIN | 44185 | 820 | .02 | .1 | 12.6 | 75 | .1604 | .0917 |
| 2 | MCD | 1122584 | 12028 | .01 | 1.23 | 18.94 | 49 | .2269 | .1518 |
| 3 | KO | 514473 | 11618 | .02 | .96 | 20.83 | 42 | .2443 | .1722 |
| 4 | HD | 338459 | 7670 | .02 | .91 | 26.78 | 35 | .3078 | .2279 |
| 5 | TLT | 12702 | 46389 | 3.65 | 1.49 | 22.96 | 21 | .2516 | .2075 |
| 6 | SPY | 754520 | 1281126 | 1.7 | 2.17 | 29.53 | 17 | .3186 | .272 |
| 7 | VIA.B | 901 | 30751 | 34.13 | .66 | 42.56 | 15 | .4559 | .3953 |
| 8 | XLF | 162320 | 179093 | 1.1 | 1.81 | 43.68 | 15 | .4677 | .4058 |
| 9 | QQQ | 308291 | 153612 | .5 | 1.47 | 29.1 | 11 | .306 | .2761 |
| 10 | XLE | 23857 | 38938 | 1.63 | 1.38 | 39.59 | 11 | .4161 | .3757 |
| 11 | GE | 56273 | 30158 | .54 | 1.29 | 35.68 | 9 | .3715 | .3421 |
| 12 | BAC | 260875 | 116433 | .45 | .64 | 78.86 | 7 | .8154 | .7618 |
| 13 | MTG | 43224 | 336 | .01 | .38 | 124.17 | 6 | 1.2759 | 1.2076 |
| 14 | SPX | 137358 | 382622 | 2.79 | 1.61 | 29.2 | 6 | .3002 | .2838 |
| 15 | EEM | 71711 | 94364 | 1.32 | 1.45 | 41 | 5 | .4208 | .3991 |
| 16 | EWZ | 80467 | 95618 | 1.19 | 1.42 | 42.23 | 4 | .4314 | .4132 |
| 17 | USO | 28981 | 56438 | 1.95 | .82 | 39.12 | 4 | .3998 | .3826 |
| 18 | MSFT | 87493 | 34603 | .4 | .73 | 25.93 | -5 | .2532 | .2654 |
| 19 | VIX | 137572 | 44451 | .32 | .84 | 100.93 | -10 | .9546 | 1.064 |
| 20 | RUT | 28253 | 31789 | 1.13 | 1.43 | 39.21 | -18 | .3541 | .43 |
Positive numbers would suggest an up signal and negative for the down signal. You also need to take under consideration that each stock has it own gauge. Sometimes options prices are distorted because the stock is before the dividend payment date. We also recommend a further analysis, both, fundamentally and technically.
* Cvol = Call Volume.
* PVol = Put Volume.
* PCVol = Put/Call Volume.
* PCOI = Put/Call Open Interest.
* IV = Implied Volatility index.
* UpDown = Up or down signal - up positive numbers.
* Putiv = Puts Implied Volatility.
* Calliv = Calls Implied Volatility.
B.
|
|





