w*******o
发帖数: 6125 | 1 不谈TA,不谈FA,提一下几组数据,一个字:熊
Option:
1)Put Strike $12.5: 0->33,445 Contracts
2)Put July $12.5 Strike +56%
3)253,000 BP puts traded,more than double than average over past 4 weeks
4)Put/Call ratio 1.7
CDS: Weekly Change: +82.79%, 28 day change: +366.35%
Dividend Swaps: Dec 2011 Dividend,Imply a cut of 50%, traded at 18 pence
//这可以算是一个例子，我以前提到的
Analysize the market from the market | n******n
发帖数: 12088 | 2 为啥这些数据代表熊？
比如put交易量大，这只能说明看熊的买方很多，看牛的卖方也很多。
还有CDS同样道理。卖CDS的也不是傻子啊。
另外请教3/4/cds/dividend swap数据出处。
【在 w*******o 的大作中提到】
: 不谈TA,不谈FA,提一下几组数据,一个字:熊
: Option:
: 1)Put Strike $12.5: 0->33,445 Contracts
: 2)Put July $12.5 Strike +56%
: 3)253,000 BP puts traded,more than double than average over past 4 weeks
: 4)Put/Call ratio 1.7
: CDS: Weekly Change: +82.79%, 28 day change: +366.35%
: Dividend Swaps: Dec 2011 Dividend,Imply a cut of 50%, traded at 18 pence
: //这可以算是一个例子，我以前提到的
: Analysize the market from the market
| w*******o
发帖数: 6125 | 3 Check your PM
【在 n******n 的大作中提到】
: 为啥这些数据代表熊？
: 比如put交易量大，这只能说明看熊的买方很多，看牛的卖方也很多。
: 还有CDS同样道理。卖CDS的也不是傻子啊。
: 另外请教3/4/cds/dividend swap数据出处。
| B*********e
发帖数: 909 | 4 can you please post it here?
thx for your consideration!
【在 w*******o 的大作中提到】
: Check your PM
| j*****h
发帖数: 3292 | 5 大牛讲讲
今天刚开始看option
一般PUT都是hedge fund 用来hedge 的
put 量大是不是也可以说明在long stock?
【在 w*******o 的大作中提到】
: 不谈TA,不谈FA,提一下几组数据,一个字:熊
: Option:
: 1)Put Strike $12.5: 0->33,445 Contracts
: 2)Put July $12.5 Strike +56%
: 3)253,000 BP puts traded,more than double than average over past 4 weeks
: 4)Put/Call ratio 1.7
: CDS: Weekly Change: +82.79%, 28 day change: +366.35%
: Dividend Swaps: Dec 2011 Dividend,Imply a cut of 50%, traded at 18 pence
: //这可以算是一个例子，我以前提到的
: Analysize the market from the market
| w*******o
发帖数: 6125 | 6 Sorry, guys. I replied newgumin's PM before
I saw his post here, for those who
interested in what I said,I didn't save a copy
You can send newgumin a PM for a copy,
or newgumin can post it here
//I am too lazy to type the same thing twice ;-) | n******n
发帖数: 12088 | 7 寄信人: walstudio (午夜未眠人)
标 题: Re: 关于BP的几组数据(转寄)
发信站: BBS 未名空间站 (Mon Jun 14 20:41:00 2010)
来 源: 24.193.
CDS data from:http://www.markit.com/cds/cds-page.html
Call/Put volume on your own broker
Dividend swaps: It's over-the-counter, so there is no quote,
Bloomberg reports that today, that's where that specified number comes from.
CDS rise is definetly a bad signal, think about Greece,
Put volume spike up is also a bad sign, just think about this,
why nobody trade IBM put $70?
【在 w*******o 的大作中提到】
: Sorry, guys. I replied newgumin's PM before
: I saw his post here, for those who
: interested in what I said,I didn't save a copy
: You can send newgumin a PM for a copy,
: or newgumin can post it here
: //I am too lazy to type the same thing twice ;-)
| s*****e
发帖数: 531 | 8 很难说，去看看real estate的反指srs， call/put ratio一直很高,二月到四月都在5
倍以上,再
看看价格变化:40+ ->25. 我吃了大亏，今年的-15%大半都是srs造成的。
from.
【在 n******n 的大作中提到】
: 寄信人: walstudio (午夜未眠人)
: 标 题: Re: 关于BP的几组数据(转寄)
: 发信站: BBS 未名空间站 (Mon Jun 14 20:41:00 2010)
: 来 源: 24.193.
: CDS data from:http://www.markit.com/cds/cds-page.html
: Call/Put volume on your own broker
: Dividend swaps: It's over-the-counter, so there is no quote,
: Bloomberg reports that today, that's where that specified number comes from.
: CDS rise is definetly a bad signal, think about Greece,
: Put volume spike up is also a bad sign, just think about this,
| B*********e
发帖数: 909 | 9 hello walstudio and newgumin,
thx for sharing!
from.
【在 n******n 的大作中提到】
: 寄信人: walstudio (午夜未眠人)
: 标 题: Re: 关于BP的几组数据(转寄)
: 发信站: BBS 未名空间站 (Mon Jun 14 20:41:00 2010)
: 来 源: 24.193.
: CDS data from:http://www.markit.com/cds/cds-page.html
: Call/Put volume on your own broker
: Dividend swaps: It's over-the-counter, so there is no quote,
: Bloomberg reports that today, that's where that specified number comes from.
: CDS rise is definetly a bad signal, think about Greece,
: Put volume spike up is also a bad sign, just think about this,
| E*******r
发帖数: 2723 | 10 Thanks W&N
【在 B*********e 的大作中提到】
: hello walstudio and newgumin,
: thx for sharing!
:
: from.
| s*******e
发帖数: 432 | 11 The market can only tell you that people are very worried about the BP.I
believe this worry is more due to the very uncertainty around outcome of
this spill than due to the certainty of BP's bankruptcy. It is hard to
believe that north american BP will bankrupt itself(notice 44% BP's reserves is in north american) while the clean-up and claim charges will probably in the range of $10B-20B(BP has about $20B net profit last year),noticing it will take probably more than 20 years(look at XOM's case | C*******i
发帖数: 2131 | | w*******o
发帖数: 6125 | 13 Ding,BP dropped about another 15% since this,
Don't cover your own eyes and pretend nothing happen, folks.
The market itself is actually telling you what's happening,
Don't cheat yourself. | f******e
发帖数: 6488 | |
|
