A possible reason for the high $OEX PC before large market
breakdowns is the Institutions are buying puts, and reversion
potions as the market drops to the low. Hence the PC ration is
getting lower now as the market drops. This is a hypotheses only
put forward by Bruce Fraser. But makes sense.
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A possible reason for the
$OEX Put Call ratio 10DMA, note in bottom window that ...
Posted by elliotw on 25th of Oct 2018 at 12:05 am
A possible reason for the high $OEX PC before large market breakdowns is the Institutions are buying puts, and reversion potions as the market drops to the low. Hence the PC ration is getting lower now as the market drops. This is a hypotheses only put forward by Bruce Fraser. But makes sense.