Direction | Values |
---|---|
Bullish | +8, +12, +16, +21, +28, +30 |
Sideways Bullish | +3, +4, +5, +6, +7 |
Sideways | +1, +3, +1, 0, -1, -2, -3 |
Sideways Bearish | -3, -4, -5, -6, -7 |
Bearish | -8, -12, -16, -21, -28, -30 |
Call Vega | Put Vega | PE - CE DIFF | Direction |
---|---|---|---|
+12 | -2 | +10 | Bullish market |
+6 | -1 | +5 | Sideways Bullish |
-3 | -2 | +4 | -3 | +1 | -2 | 0 | -1 | +2 | Sideways |
+5 | -7 | -2 | Sideways Bearish market |
+3 | -12 | -9 | Bearish market |