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Today's topic is a long-standing conspiracy theory: is the agency deliberately exaggerating the panic?
The reason is that I saw an article yesterday titled “Crash-obsessed traders squandering options at 20-year highs.”
According to the article, according to data from Options Clearing Corp., institutional traders spent a total of $8.1 billion on stock put options last week, the most in 22 years. After market capitalization adjustments, hedging demand is on par with the 2008 financial crisis.
Since last week, we've seen many institutional analysts, including well-known investors, come forward to say that the bear market hasn't bottomed out.
“They are buying protections against collapse at an unprecedented rate,” Sundial Chief Research Officer Jason Goepfert (Jason Goepfert) said in an interview. “The sudden large-scale hedging activity of some of the biggest traders in the market is disturbing.”
So the interesting question is, is it because the bear market hasn't bottomed out yet, or are institutions seeing more institutions buying options, causing other analysts to think that the bear market hasn't bottomed out yet?
I don't think I need to say that the conclusion is obvious. There seems to be an explanation for Tesla's strange short-term interest over the past two days.
I mean, sometimes retrograde orders are more credible, such as a call between Apple released on August 12 and Apple on August 31.
The chart below shows the Chicago Board Options Exchange's bearish/bullish ratio, or Zigga...