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What is the significance of this number?


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#11 dcengr

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Posted 14 October 2007 - 09:05 PM

Also what is the % valuer relative to total volume of options traded. ?


As I understand it, that's the tally of premiums collected for the entire week. I don't know how its calculated, so don't ask. Its just #s that OCC spits out every week.

That particular # is premiums on 'buy to open' in equity calls minus 'buy to open' in equity puts for each reporting period (1 week).

You can go to OCC yourself and look at what they say about the numbers if you want.
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#12 arbman

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Posted 14 October 2007 - 11:58 PM

The $-amounts traded on OCC are also very concerning, there is again some record speculation... It was perfect to get everyone worried or NOT? Just sell sharply a few days from the BM anniversary and see the exact sentiment of the participants, it seems like they are not afraid or give any importance to...