ISEE 319 at 10:30 EDT
CBOE 0.59 & 0.53 at 9:00 & 9:30 (CDT)
Seems like everyone is expecting the Fed rally.
ISEE & CBOE numbers
Started by
gti_99
, May 09 2007 09:53 AM
4 replies to this topic
#2
tozwp
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Posted 09 May 2007 - 10:08 AM
ISEE 319 at 10:30 EDT
CBOE 0.59 & 0.53 at 9:00 & 9:30 (CDT)
Seems like everyone is expecting the Fed rally.
Beat me to it. Was just going to post this. I also show the CBOE put/call index ratio at 0.32! I've never seen it that low. Is there something distorting these data points this morning or have the bulls gone off their rocker here?
#3
OEXCHAOS
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Mark S. Young
Posted 09 May 2007 - 10:08 AM
Early readings are largely meaningless, or even a fade. Don't ask me why, though.
I suspect that there are some large orders early that are triggered by something overnight and there's not enough other activity until later to property contextualize it.
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#4
arbman
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Posted 09 May 2007 - 11:51 AM
Early readings are largely meaningless, or even a fade. Don't ask me why, though.
... unless they are marked with the low contract volumes. There are ~2M contracts traded, that's not quite light...
#5
tozwp
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Posted 09 May 2007 - 12:40 PM
VIX calls are very high today also. I show 5780 puts versus 122,630 calls right now. Haven't dug into the details to see date and strike but I find it interesting.
