vol surge, hopefully a little pullback here which likely would be bought.
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UUP generating three daily oscillator SELL signals today-- IF it were to close at around this level or lower. Dollar has been coming up strongly from its earlier reaction lows.
ONLY if one believes that a very sharp pullback is possible, should an oscillator signal be used with a security which has been parabolic for weeks.
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soku wrote:a very rare thing. i guess it is data error. i managed to sell /ESH5 @2098.25. my broker data shows spx didn't exceed 2098
I show HOD 2098.75 on IB platform for ESH5, 2090.50 for ESM5
edit: and SPX HOD of 2097.65
yes i use IB too. ES price is calculated using spot minus div and discounted back to current time. usually it is always less than SPX. if it goings higher than underlying, there could be arbitrage.
i guess close to expiration, it could go higher than spot. another possibility is sudden movement in spx indeed caused the arb situation.
add: 1 more, it could be spx calculation not correct. they may change it later of the day
Last edited by soku on Wed Mar 18, 2015 3:02 pm, edited 1 time in total.
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