LZ在前帖中提到的S&P 的1120,1101,1050-1010应该保持高度关注。另外,将我周末找到的信息也转载和大家分享一下:
“we are now seeing a roll-over in the 20-day combined buy-to-open put/call ratio on the SPDR S&P 500 ETF Trust (SPY), iShares Russell 2000 Index Fund (IWM) and PowerShares QQQ Trust (QQQ), after a period in which this ratio turned higher. When the ratio is advancing, it is usually evidence that hedge fund managers are buying stocks, as they simultaneously purchase these puts to hedge the long equity positions they're accumulating.
Another hedging tool for those accumulating equities are call options on the CBOE Market Volatility Index (VIX - 42.96), as the VIX will usually advance sharply in the event of a correction. Thus, the profit from the call options could cushion equity losses. But, during the past 20 days, VIX puts have been in heavier demand than VIX calls. During the past several weeks, the VIX's buy-to-open call/put ratio has fallen below 1.0, due to a surge in put buying and a significant decrease in call buying. This could be a signal that the hedge fund world is positioning for a weaker market ahead, and using VIX puts to hedge growing short positions. The market has tended to struggle as this group turns negative, which they appear to be at the moment.
The only piece of good news is that the VIX's call/put ratio is approaching extreme lows. A turn higher in the ratio from these levels has been associated with major advances in the equity market on previous occasions. For now, though, bulls should be on guard, as this ratio continues to decline alongside a bearish roll-over in the 20-day combined SPY/QQQ/IWM put/call ratio。”