FOREX - Trends, forecasts and implications 2015 - page 223

 
stranger:
This is by hand, from the CME reports.
Paco, wouldn't it be easier to take data from TOC?
 
EURUSD. Опционные уровни на 16.01.2015.
EURUSD. Опционные уровни на 16.01.2015.
  • 2015.01.16
  • Vladimir Streltsov
  • www.mql5.com
По всем текущим опционным контрактам равновесная цена 1,2084, область смешения интересов держателей call и put опционов 1,3501 - 1,1647. Объем call опционов на уровне 1,3501 равен 159060, объем put...
 
pako:
What do you think? I'm just guessing.
 
stranger:
Paco, wouldn't it be easier to get the data from the TOC?

where is this?

compare the levels from my picture

 
wild_hedgehog:
What's your comment? I'm just guessing

I don't understand this, this is yesterday's data laughing

All I see is that the levels are chasing the price.

 
pako:

where is this?

Compare the levels from my picture

Register demo here

https://papermoney.thinkorswim.com/tos/myAccounts/paperMoneyInterface/paperMoney.jsp

The data delay is 20 minutes.

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pako:

I don't understand this, this is yesterday's data laughing

All I can see is that the levels are chasing the price.

This is the flat on the pound with a downward slope.)

 
stranger:
Paco, wouldn't it be easier to get the data from the TOC?
I'm sorry, can you link to the source of the laughs?
 
Evgen-ya1:
sorry, can you link to the source of the laughs?

Here are the daily bidding reports

ftp://ftp.cmegroup.com/bulletin/

Here online with delayed data for the pound, you can select any instrument

http://www.cmegroup.com/trading/fx/g10/british-pound_quotes_globex_options.html?optionExpiration=Z4

Here are the weekly SOT reports

http://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm

Here you can read what goes where and why, but there is a lot of water)

http://ruforum.mt5.com/threads/42855-arhiv-optsionnie-urovni-avtorskie-ili-nestandartnie-metodi/page2

British Pound Option (American) (GBP/USD) Quotes - CME Group
British Pound Option (American) (GBP/USD) Quotes - CME Group
  • www.cmegroup.com
Find information for British Pound Option (American) (GBP/USD) Quotes provided by CME Group. View Quotes
 
pako:

I don't understand this, this is yesterday's data laughing

All I see is that the levels are chasing the price

I see 1.526 to 1.514 and a ping in between.
Reason: