OEX options
#1
Posted 13 April 2007 - 10:16 AM
#2
Posted 13 April 2007 - 10:28 AM
Is the ratio available at some site or is it from a subscription?
And what is a high ratio? what was the ratio in late february?
Thanks ;-)
Last reading is very bearish....Call 3691 vs Puts 14041 - Ratio 3.8
It looks like the smart guys are looking for a big decline starting next week
The upside should be very limited here
we'll see the data.... near the close
#3
Posted 13 April 2007 - 10:39 AM
#4
Posted 13 April 2007 - 10:41 AM
maybe a little focus on the Yen being to weak
It's dropped a little but bearish nonetheless. It does look like a warning signal. By the way, is there a G7 meeting this weekend?
#5
Posted 13 April 2007 - 11:02 AM
#6
Posted 13 April 2007 - 11:08 AM
nice info Blizzard
Is the ratio available at some site or is it from a subscription?
And what is a high ratio? what was the ratio in late february?
Thanks ;-)
Last reading is very bearish....Call 3691 vs Puts 14041 - Ratio 3.8
It looks like the smart guys are looking for a big decline starting next week
The upside should be very limited here
we'll see the data.... near the close
http://www.cboe.com/...ntraDayVol.aspx
The Ratio is determined as follows: 14041/3691 = 3.80 This means that... for 1 buyer there are 3.8 sellers
You might consider the dumb money positioned on equity options... and the smart money positioned on index options for short term (1/5 days)
The Ratio of the OEX options is usually a good indicator to understand the short term direction (...probable)
#7
Posted 13 April 2007 - 12:36 PM
At 12:00 PM the ratio is 242180 405520 for call put index
The biggest ratio put call ratio seems to be for S&P 100 at 12:00 PM, where the ratio is 26750 6946 - almost 4
My second question - what is your experience of the effect of these ratios? What was the ratio before the big drop in february?
just to get an impression of what is a high put call ratio
Thanks for your time!
nice info Blizzard
Is the ratio available at some site or is it from a subscription?
And what is a high ratio? what was the ratio in late february?
Thanks ;-)
Last reading is very bearish....Call 3691 vs Puts 14041 - Ratio 3.8
It looks like the smart guys are looking for a big decline starting next week
The upside should be very limited here
we'll see the data.... near the close
http://www.cboe.com/...ntraDayVol.aspx
The Ratio is determined as follows: 14041/3691 = 3.80 This means that... for 1 buyer there are 3.8 sellers
You might consider the dumb money positioned on equity options... and the smart money positioned on index options for short term (1/5 days)
The Ratio of the OEX options is usually a good indicator to understand the short term direction (...probable)