for SPY systems I go out 2 months because some sub systems at
times can stay long for 1 - 2 even 3 months, but most system trades
are a couple weeks. There's probably a better way to play them by
using options not as far out then rolling into new ones if needed
be, or using spreads, but again you guys are open to do that.
for the McClellan systems they are true reversion to mean, they
don't hold very long, so no need to go out 2 months etc 1 month
etc.
so determine how far to go out, don't need longer than a month,
then decide on the delta i.e in the money, not in the money etc
again a lot of option pros here who could do a variety of things
such as call spreads etc to reduce risk
QQQ Put volume pretty huge but ratio is only at 1.3 to the put
side. Big action between NOV 300 & 310 puts. Could be traders
betting on declines to that level (another 10 - 15% down), or just
taking advantage of the higer IV's? Always a guess when it comes to
that.
FYI the QQQ McClellan system may go long
Posted by matt on 4th of Oct 2021 at 12:53 pm
Hi Matt, can you help
Posted by piclez on 4th of Oct 2021 at 01:11 pm
Hi Matt, can you help me with NQ calls options to take a look please? Thanks.
for SPY systems I go
Posted by matt on 4th of Oct 2021 at 01:45 pm
for SPY systems I go out 2 months because some sub systems at times can stay long for 1 - 2 even 3 months, but most system trades are a couple weeks. There's probably a better way to play them by using options not as far out then rolling into new ones if needed be, or using spreads, but again you guys are open to do that.
for the McClellan systems they are true reversion to mean, they don't hold very long, so no need to go out 2 months etc 1 month etc.
so determine how far to go out, don't need longer than a month, then decide on the delta i.e in the money, not in the money etc
again a lot of option pros here who could do a variety of things such as call spreads etc to reduce risk
QQQ Put volume pretty huge
Posted by jtsurfah on 4th of Oct 2021 at 02:48 pm
QQQ Put volume pretty huge but ratio is only at 1.3 to the put side. Big action between NOV 300 & 310 puts. Could be traders betting on declines to that level (another 10 - 15% down), or just taking advantage of the higer IV's? Always a guess when it comes to that.
yeah the CPC put/call ratio
Posted by matt on 4th of Oct 2021 at 03:20 pm
yeah the CPC put/call ratio isn't that high considering, only 0.97
https://www.cboe.com/us/options/market_statistics/#current-stats
realize stuff like this can
Posted by matt on 4th of Oct 2021 at 01:49 pm
realize stuff like this can happen with those where they enter multiple times before the reversion to mean occurs