Outlook
SPY stalled again, but we still believe SPY grinds up by monthly expiration, and the close on Friday would be at least 206 and could be 207.
SPY today
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| SPY 5m |
The surface looks similar to Friday. SPY opened with gap up, then stalled after broke VWAP, then bounce at 5SMA but finally got sell off. While SPY sold off, Advance/Decline wasn't so bad. $NYADV=1799 and $NYDEC=1226.
CVI/STVO/VTO and trends/overbought/oversold
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| $SPX CVI |
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| $SPX STVO |
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| $SPX VTO |
CVI stayed at near zero level.
STVO shows short term oversold.
VTO suggests mid-term overbought condition is cleared now.
SPY OI and Big Trades
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| SPY OI 04/15 |
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| SPY DWV 04/15 |
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| SPY DWV 04/22 |
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| SPY Big Trades 04/15 |
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| SPY Big Trades 04/22 |
There were a couple of notable trades today.
15:47:21 SPY 0415 206.00C x 6000=$294,000.
13:26:01～13:31:13 SPY 0422 210.00C x 80611=$393,951
Those are OTM calls and we should keep eyes on them.
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