Tuesday, 13 March 2012

"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
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2 comments:

  1. Rob13 March 2012 at 11:41

    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

    ReplyDelete
  2. Chartrambler13 March 2012 at 17:10

    Hi Rob,sure,I would be happy to www.chartramblings.blogspot.com

    ReplyDelete