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Market Profile Exploring the Auction Theory

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  #11 (permalink)  
Old 26-02-2010, 11:59 AM
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Distribution at 5000 , reference level to cover short is 5007, disclaimer- i just written calls of 5000
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Old 26-02-2010, 12:38 PM
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double distribution day
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Old 26-02-2010, 12:50 PM
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Implied volatility spiked down in last 5min, market holding on higher value without much change in open interest, market in hand of small time frame traders now, disclaimer - get out of the written calls (avg selling @117.50 covered at avg. 102)
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Old 26-02-2010, 12:57 PM
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Originally Posted by alex View Post
Implied volatility spiked down in last 5min, market holding on higher value without much change in open interest, market in hand of small time frame traders now, disclaimer - get out of the written calls (avg selling @117.50 covered at avg. 102)

alex, IV went down whn FM started speech...not exactly before 5 mins,
SPECIFICALLY 4600 PE IV of 30+..imed went down to 26.50..

Can move ths post(any options thread), as ths thread meant for MP.

good job..congrats n continue.
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Old 26-02-2010, 01:08 PM
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Originally Posted by sharestrader View Post
alex, IV went down whn FM started speech...not exactly before 5 mins

talking about 5k ce iv or nifty ? I have some rough excel made for calculations of VIX, but since its not exact math as cboe suggested (using all series of current and next month and square root calculations and added extra calculations of bid-ask spread of atm options) i will prefer it calling iv since it will get confuse with VIX which is actually not, thanks for clarifying it.
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Old 26-02-2010, 01:25 PM
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Originally Posted by sharestrader View Post
alex, IV went down whn FM started speech...not exactly before 5 mins,
SPECIFICALLY 4600 PE IV of 30+..imed went down to 26.50..

Can move ths post(any options thread), as ths thread meant for MP.

good job..congrats n continue.

sorry saw the complete post now, got it, no need to shift the post, i list down in my second post various market generated information along with traditional volume and price which i feel is importat since dynamics of market changed since market profiles invention, option will be vital part, infact thats why made this new thread, since i havent test those things as j sir suggested best way to do is test on real time market, after march will also think to trade in emini, in process of opening IB account, lets see.
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Old 27-02-2010, 12:08 PM
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Want to post my custom coded market delta codes here, as i was already thinking about posting in public as they fit in my strategy but those codes are coincidently about open types and expectations of the day, i think for daytraders it will be useful, wanted to post way before but dont want to involve in time consuming stuff. And yes eid mubarak and happy holey, enjoy the colors of market profile and see color of money is never same.
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Last edited by alex; 27-02-2010 at 03:13 PM.
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Old 27-02-2010, 12:42 PM
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Hi Alex,

I agree MP is all about Out of the Box thinking and developing a sync between right & left brain.

When we study the market as it is developing then why not the present developments in the market itself !!!

You will surely have a follower in me.
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Old 27-02-2010, 12:45 PM
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Dont know how effective , these are..

But anybody used any of these from here

Chart search | ChartHub.com..
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Old 27-02-2010, 02:34 PM
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Originally Posted by Nifty Surfer View Post
Hi Alex,

I agree MP is all about Out of the Box thinking and developing a sync between right & left brain.

When we study the market as it is developing then why not the present developments in the market itself !!!

You will surely have a follower in me.

totally, daltons site's front page is very good one on this subject, i dont have the link but its easy to find on google
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