RE: Big short - closed8 Feb 2021 13:23
frutsels
no probs. just fyi...
VWAP 27.58233
Cum Vol 4,706,687 (this is accurate volume)
Vol. Sold 2,176,141
Vol. Bought 1,605,144
2,176,141 + 1,605,144 = 3,781,285
4,706,687 - 3,781,285 = 975,734
Therefore, 975,734 trades not yet printed. From the above VWAP, you would assume most of the 975,734 are buys. MMs will print those trades later or tomorrow. If bought + sold is above Cul vol, MMs have forward sold. When you see that, it's hammer time as SP will have to go up. GL