Final #VIX #PutCallRatios for Wednesday, May 18, 2016
The front-month VIX Put/Call Ratio (in this case June) is always a very good sentiment indicator of large players' vol bets, and today, post FOMC Minutes, the gyrations were wild.
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The front-month VIX Put/Call Ratio (in this case June) is always a very good sentiment indicator of large players' vol bets, and today, post FOMC Minutes, the gyrations were wild.
Posted by
Hamzei Analytics, LLC
at
5:30 PM
Posted by
Hamzei Analytics, LLC
at
4:45 PM
What a day, it became, once we crossed the 1400ET timeline (FOMC Minutes Release). Once MBS/VWAP were punched thru, they became the new ceiling for prices. We are lucky that we closed unchanged ioho.
Posted by
Hamzei Analytics, LLC
at
4:30 PM
Posted by
Hamzei Analytics, LLC
at
6:15 PM
Today was last day of trading for May VIX Options... that's why its dollar-weighted Put/Call Ratio was so huge. If you look at contract volumes and premiums paid, the load has already shifted to June VIX Contracts....
Posted by
Hamzei Analytics, LLC
at
5:30 PM






