On a table screenshot for Sep 2nd 2016 settled date we highlighted potential that in week to follow that silver could finish lower and crude oil higher.
What happened in a week that followed and finished on Sep 9th 2016?
Silver Dec 2016 futures price closed the week on Sep 9th 2016 at $19.13 or 1.2% lower.
Crude Oil Oct 2016 futures price closed the week on Sep 9th 2016 at $45.71 or 2.9% higher.
Option traders were right again.
Options Risk Reversal Analysis
Settled date: Sep 9th 2016.
Analysis for CME futures options 25 delta risk reversal (RR25) is based on weekly changes in spread between options implied volatility at delta 25% for calls and delta -25% for puts.
What has happened in 1 week with out of the money – at delta 25% option’s implied volatility?
25-Delta Risk Reversal Sep (U6) or Oct 2016 (V6) options implied volatility changes:
Significant 1 week positive spread change in: crude oil, e-mini SP500 and AUD futures options.
Significant 1 week negative spread change in: silver and yen futures options.
For full analysis, commentary and more education on trading financial markets using binary options…
…VISIT original blog post at
https://investingpit.com/options-risk-reversal-analysis-2016-sep-9
On a table screenshot for Sep 9th 2016 settled date we highlighted potential that in week to follow that gold could finish lower.
What happened in a week that followed and finished on Sep 16th 2016?
Gold Dec 2016 futures price closed the week on Sep 16th 2016 at $1313.2 or 1.6% lower.
Options traders were right again.
Options Risk Reversal Analysis
Settled date: Sep 16th 2016.
Analysis for CME futures options 25 delta risk reversal (RR25) is based on weekly changes in spread between options implied volatility at delta 25% for calls and delta -25% for puts.
What has happened in 1 week with out of the money – at delta 25% option’s implied volatility?
25-Delta Risk Reversal Oct 2016 (V6) options implied volatility changes:
Significant 1 week positive spread change in: yen, e-mini SP500, and crude oil futures options.
Significant 1 week negative spread change in: gold and AUD futures options.
For full analysis, commentary and more education on trading financial markets using binary options…
…VISIT original blog post at
https://investingpit.com/options-risk-reversal-analysis-2016-sep-16
On a table screenshot for Sep 16th 2016 settled date we highlighted potential that in week to follow that crude oil could finish higher.
What happened in a week that followed and finished on Sep 23rd 2016?
Crude oil Nov 2016 futures price closed the week on Sep 23rd 2016 at 44.59 or 2.2% higher.
Options traders were right again (5 for 5 in last 4 weeks).
Options Risk Reversal Analysis
Settled date: Sep 23rd 2016.
Analysis for CME futures options 25 delta risk reversal (RR25) is based on weekly changes in spread between options implied volatility at delta 25% for calls and delta -25% for puts.
What has happened in 1 week with out of the money – at delta 25% option’s implied volatility?
25-Delta Risk Reversal Oct 2016 (V6) options implied volatility changes:
Significant 1 week positive spread change in: silver, gold, crude oil and e-mini SP500 futures options.
Significant 1 week negative spread change in:British pound futures options.
For full analysis, commentary and more education on trading financial markets using binary options…
…VISIT original blog post at
https://investingpit.com/options-risk-reversal-analysis-2016-sep-23
Deutsche Bank Hedge Fund clients starting to pull excess cash out.
Is this start of Deutsche Bank run?
Read more at
https://investingpit.com/start-of-deutsche-bank-run
Early days, USD/JPY and stocks reacted but the move may be muted - the reality is that around 10 hedge funds have [B]reduced[/B] their exposure, the remaining 190 have done nothing.
The story came from Bloomberg - based on an internal Bank document apparently seen by the news channel.
One would wonder how they got sight of that document. Anyways, sometimes these type of stories can gain legs, other times not.
As written at start of the week that’s now behind us – markets not gave us much with SP500 and USD finished the week almost unchanged.
But week that’s coming now – with also start of the new month, is set to show us few good trading signals which will be revealed in tomorrow’s blog post and in next reply in this topic.
Options Risk Reversal Analysis
Settled date: Sep 30th 2016.
Analysis for CME futures options 25 delta risk reversal (RR25) is based on weekly changes in spread between options implied volatility at delta 25% for calls and delta -25% for puts.
What has happened in 1 week with out of the money – at delta 25% option’s implied volatility?
25-Delta Risk Reversal Oct 2016 (V6) options implied volatility changes:
Significant 1 week positive spread change in: yen, crude oil and CAD futures options.
Significant 1 week negative spread change in: silver, AUD, euro and e-mini SP500 futures options.
…VISIT original blog post at
https://investingpit.com/options-risk-reversal-analysis-2016-sep-30
Friday’s rumor of a substantially reduced Deutsche Bank settlement with the DOJ, was false.
Potential EURUSD drop today.
At time of making this post EURUSD spot price was 1.1231 then from Frankfurt and London stock market open went below and now hovering around 1.1225.
Quick 1-5min turbo binary options were all profitable.
GBP Flash Crash On Monthly Options Expiration & NFP Day
But the day is not over since there is still Non Farm Payrolls to be released at 8.30am New York time, followed by 10am daily GBUSD options expiry with somebody waiting £2 million worth of 1.2500 put options to cash out.
And at 3pm New York time we have monthly GBP futures options expiry with over 18,000 put options in the money – from which over 1,000 puts at 1.2600 (by data for 6BV6 futures options from a yesterday’s settled date).
For full analysis with commentary…
…VISIT original blog post at
https://investingpit.com/gbp-flash-crash-on-monthly-options-expiration-nfp
Germany's Bild newspaper confirms the rumors that sparked weakness on Friday: Deutsche bank CEO John Cryan has failed to reach an agreement with the US Justice Department.
Options Risk Reversal Analysis
Settled date: Oct 7th 2016.
Analysis for CME futures options 25 delta risk reversal (RR25) is based on weekly changes in spread between options implied volatility at delta 25% for calls and delta -25% for puts.
What has happened in 1 week with out of the money – at delta 25% option’s implied volatility?
25-Delta Risk Reversal Nov 2016 (X6) options implied volatility changes:
Significant 1 week positive spread change in: e-mini SP500 futures options.
Significant 1 week negative spread change in: silver, gold, GBP and yen futures options.
For full analysis with commentary…
…VISIT original blog post at
https://investingpit.com/options-risk-reversal-analysis-2016-oct-7
AUDUSD today at 2pm GMT has over AUD 1.1 billion worth of spot options expiring at 0.7600.
Currently at 0.7591 and might be glued for next 2h.
Euro Nov 2016 futures contracts have monthly options expiration day on Nov 4th 2016 for 6EX6 euro options.
Euro futures options 6EX6 expiring on Nov 4th 2016 have over 6,500 contract of 1.1000 put options waiting to settle in the money on option expiration day.
Can this be good enough incentive for option writers to fight for euro to stay above 1.1000?
Today’s Euro Dec 2016 futures price - low 1.0982 with current price at 1.1029
For full analysis with commentary…
…VISIT original blog post at
https://investingpit.com/euro-max-option-pain-analysis-6ex6
On Friday, Nov 4th 2016 = option expiration day for 6EX6 option, Euro Dec 2016 futures price settled at 1.1138.
Easily closed the week above 1.1000
USDJPY $1bn Offers at 107.00
So far this is holding the price below 107.
For full analysis with commentary…
…VISIT original blog post at
https://investingpit.com/usdjpy-1bn-offers-at-107-00
Euro Dec 2016 futures contracts have monthly options expiration day on Dec 9th 2016 for 6EZ6 euro options.
Euro futures options 6EZ6 expiring on Dec 9th 2016 have over 13,000 contract of put options between 1.05 and 1.06 strike price waiting to settle in the money on option expiration day.
As you can see at 1.0500 there are over 6,000 put options waiting to get in the money so option writers (usually big banks) will be motivated for Euro Dec 2016 futures contract price to settle at option expiration day on Dec 9th 2016 above 1.0500.
For full analysis with commentary…
…VISIT original blog post at
https://investingpit.com/euro-max-option-pain-analysis-6ez6
