Saturday, June 20, 2015

Crash Bets Highest Since Lehman

The call / put ratio on the "VIX" (Option Implied Volatility) index is the highest since Lehman

CBOE call / put ratio 30 day moving average:

The above call options are betting on the following "revelation" taking place as illustrated...

Goldman Skynet always knows something don't they?

"It was a bad time to be ALL IN Netflix"