2016/06/20 SPY Options Wrap Up

Outlook

We expect SPY's new high this week. I don't know the result of BRexit vote yet, but we already know the market went too bearish past weeks.

SPY today

SPY 5m

SPY opened with big gap up, but it couldn't hold that level and puked out 0.382 of gain from Thursday low. It might have been a buy at the close today.

$NYAD

$NYHL

SPY:RSP

$SPX CVI

$SPX STVO

$SPX VTO

• CVIは大幅反発。超短期な買われすぎまではまだ余裕あり。
• STVOは続伸。STVOがプラ転すれば短期的モーメンタムは上に。
• VTOはプラス圏で反発。中期的なモーメンタムも上に。
  
  →BRexitというイベントはありますが、S&P500は最高値更新の準備が整いました。

CVI surged today but it still has a room for short-term overbought. STVO is about to turn positive. VTO rebounded at positive level. Those indicators suggests new ATH is right at the corner.

SPY OI 06/24

SPY DWV 06/24

From OI charts, we can read SPY is at the max pain level right now.

Extra: SPY long watch list

AFL, MRO, QRVO, ACN, EMR and LRCX for tomorrow.