here are the calculated
potential turn or acceleration
times for the S and P 500
emini futures
Several of the times are
similar to yesterday according
to the calculations by our
algorithm but this
does not mean that
the market will turn in the
same direction if the times
are accurate
they could be the exact opposite as does happen
remember all the times can come up to 10 minutes early or late
the overnight times are 144 am 344 am 427 am 507am
628 am 807 am 827 am
the day session or normal market hour times are
1103 am 1148 am 1340 PM 1427 PM
all times are New York Eastern time
as always these are not standalone and should be used
with normal indicators to confirm but are very helful to
know as they are known in advance
these times are provided for your entertainment and educational purposes
only and to demonstrate the capabilities of our algorithms
and should not be traded.
Do so at your own risk
thank you
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A trader who thinks that the EUR/USD strike price will close at or above 1.2500 at 3:00 p.m. can buy a call option on that outcome. A trader who thinks that the EUR/USD strike price will close at or below 1.2500 at 3:00 p.m. can buy a put option or sell the contract.
At 2:00 p.m. the EUR/USD spot price is 1.2490. the trader believes this will increase, so he buys 10 call options for EUR/USD at or above 1.2500 at 3:00 p.m. at a cost of $40 each.
The risk involved in this trade is known. The trader’s gross profit/loss follows the ‘all or nothing’ principle. He can lose all the money he invested, which in this case is $40 x 10 = $400, or make a gross profit of $100 x 10 = $1000. If the EUR/USD strike price will close at or above 1.2500 at 3:00 p.m. the trader's net profit will be the payoff at expiry minus the cost of the option: $1000 - $400 = $600.
The trader can also choose to liquidate (buy or sell to close) his position prior to expiration, at which point the option value is not guaranteed to be $100. The larger the gap between the spot price and the strike price, the value of the option decreases, as the option is less likely to expire in the money.
In this example, at 3:00 p.m. the spot has risen to 1.2505. The option has expired in the money and the gross payoff is $1000. The trader's net profit is $600.
[edit] Black-Scholes Valuation
In the Black-Scholes model, the price of the option can be found by the formulas below.[11] In these, S is the initial stock price, K denotes the strike price, T is the time to maturity, q is the dividend rate, r is the risk-free interest rate and \sigma is the volatility. \Phi denotes the cumulative distribution function of the normal distribution,
