"the biggest news on the day is the massive rise in the SKEW, the demand for OTM put protection or tail-risk protection by investors. It shot up to 140 today! I believe this is near a record high for it, and is much higher than SKEW data that preceded the May 6th flash crash and the late July 2011 waterfall crash."
Thanks to http://silversaxena.blogspot.com/2012/03/flash-crash-coming.html for this
Thanks to http://silversaxena.blogspot.com/2012/03/flash-crash-coming.html for this
Hey CR, thanks for the post, would you like to do a blog roll exchange? I just added you to mine at silversaxena.blogspot.com
ReplyDeleteHi Rob,sure,I would be happy to www.chartramblings.blogspot.com
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