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Soooo, OEX Put/Call


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#11 da_cheif

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Posted 09 October 2019 - 05:30 PM

Isn't it amazing in this day and age, with super cheap storage and computing power, that a tool we've used profitably for decades is suddenly hidden by the exchange?

u think thats dispicable years ago barrons quit supplying  specialists short sales asa percentage of sales.........that was a great tool



#12 robo

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Posted 09 October 2019 - 05:31 PM

Current in the 70ish area......

 

https://markets.cboe...atistics/daily/

 

A 94 on the 7th......

 

https://markets.cboe...e&dt=2019-10-07


Edited by robo, 09 October 2019 - 05:37 PM.

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#13 csw2002

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Posted 10 October 2019 - 01:14 AM

Mark

 

If you have TOS client, you can use check under market depth to locate put and call volume and open interest. For Oct 9, call vol = 710 and put vol = 745. I used to use OEX pcr blindly. However, over the years, I have become a bit more sophisticated in interpreting the data. Specifically, knowing whether volume is opening or closing makes a big difference. As you must have observed over the years, often very high OEX PCR doesn't necessarily trigger any sell the next day. That is because often the large put volume was due to short put being initiated. In my view, such trade isn't necessarily bearish (if not a bullish bet). On the other hand, when such short put transactions are being closed, this tends to have bearish implications. What's more, put sellers may be wrong. Many times I see new short put transactions being put on, and only to see them being closed out later on the day for a big loss. Such round trips also tend to elevate put volume substantially (and in turn PCR) as well.


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#14 Darris

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Posted 10 October 2019 - 12:03 PM

csw, Do  you mean think or swim client.  If so, on that page do you have to look at it after the trading day ends and the next one begins since it appears to me it is an intraday only page.   By the way the OCC OEX report was 1460 - 1512 and when divided by two that is 730 - 756 or fairly close to what you reported.  OCC reports double since they count each trade as two, in a buy and sell, or sell and buy.  Anyway thanks for any clarification.



#15 csw2002

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Posted 10 October 2019 - 07:24 PM

Yes, thinkorswim desktop client. The data is continuously available throughout the trading day. After 4:15PM EST, the data is final.

csw, Do  you mean think or swim client.  If so, on that page do you have to look at it after the trading day ends and the next one begins since it appears to me it is an intraday only page.   By the way the OCC OEX report was 1460 - 1512 and when divided by two that is 730 - 756 or fairly close to what you reported.  OCC reports double since they count each trade as two, in a buy and sell, or sell and buy.  Anyway thanks for any clarification.


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#16 OEXCHAOS

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Posted 11 October 2019 - 06:22 AM

And now the CBOE is reporting the OEX PCR on their daily stats page. Stockcharts meanwhile has deleted the symbol. SMH


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