Delta10

Delta10 Updated 

In the S&P 500 the Yearly High and Low shows the trend strength of the market in total. The green line shows the number of companies with new yearly highs per day and the blue line shows the lows. Now if you combine that information with the S&P 500, you can see that every Yearly-High low value is followed by a Market upward move a few days later. This is an...

Delta10

When trading future options, you dont have built in implied volatility. You need to calculate the IV by calculating (volaCloseToday - volaLowest-52weeks)/(volaHighest-52weeks - volaLowest-52weeks). If the IVR is above 40%, then you should think about checking options premium, since premium is currently higher as in former days. In order to see, whether the...

Delta10

If you look at Goldminers Companies (such as AU, ABX, NEM etc.), and you overlay those companies over a Gold Future GC line, you can see that the trend changes are started by the goldminer companies before the gold price follows. In the chart above you see that Gold GC (thick blue line) is a few days behind the goldminers shares. Just overlay some of those...

Delta10

Since the EURO did not break out after the first election in Europe, and the Commercals being neither long nor short, I tend to sell a strangle expecting the EURO to move sideways.

Delta10

This picture shows a comparison of many well known volatility indices and shows, which Vola Index is moving upward or moving low.

Delta10

This is one is running for a few weeks now. As long as the commercials are in the long hold position, this will run smoothly.

Delta10

Interest rates of 2/10/30 years are moving upward. From an interest rate perspective, the S&P 500 is on a robust bull move.

Delta10

Commercials are going short on silver volatility is low, so small trade sizes are adequate Strike 20, duration 29.06.2017

Delta10

Short PUT on SoyBean due to seasonal aspects and extreme long positioning of commercial traders, highly raised volatility in the last days

Delta10

After French elections, the ES has gapped up this day. We have a bullish signal, so I sell Short PUTS to 2190 Strike (Delta 10). Volatility has fallen and is low at the moment, so check for increasing volas in the next days. Trade: Symbol ES, June Future Duration: 53 days Strike: 2190 (Delta 10)

Delta10

Volatility has risen in the last days Commercial Traders are going extremely long since a few weeks no distribution in the last weeks