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OEX P/C


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#1 OEXCHAOS

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Posted 13 November 2019 - 07:42 PM

10/1/2019 3.48 2.311
10/2/2019 1.88 2.422
10/3/2019 3.29 2.672
10/4/2019 1.11 2.4
10/7/2019 3.49 2.524
10/8/2019 1.23 2.306
10/9/2019 1.04 2.225
10/10/2019 2.89 2.414
10/11/2019 1.93 2.387
14-Oct 0.88 2.122
15-Oct 1.47 1.921
16-Oct 2.27 1.96
17-Oct 2.36 1.867
18-Oct 0.98 1.854
21-Oct 3.53 1.858
22-Oct 3.15 2.05
23-Oct 0.78 2.024
24-Oct 0.92 1.827
25-Oct 1.32 1.766
28-Oct 0.97 1.775
29-Oct 5.9 2.218
30-Oct 1.27 2.118
31-Oct 1.52 2.034
1-Nov 1.11 2.047
4-Nov 1.24 1.818
5-Nov 1.29 1.632
6-Nov 3.43 1.897
7-Nov 1.35 1.94
8-Nov 2.96 2.104
11-Nov 2.25 2.232
12-Nov 1.85 1.827
13-Nov 1.01 1.801

 


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#2 OEXCHAOS

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Posted 13 November 2019 - 07:42 PM

Column 3 is the 10-day.


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#3 Harapa

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Posted 13 November 2019 - 09:17 PM

Thanks for sharing.


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#4 12SPX

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Posted 14 November 2019 - 09:28 AM

Curious why yours is different, as everyone else's 10-day p/c is around 88-90?



#5 Iblayz

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Posted 14 November 2019 - 11:09 AM

Mark's numbers are correct as taken from the CBOE website. Apparently some big players objected to the intraday updates for this number, so they removed them. But the EOD is still there. Of course, too much conversation about this and who knows what they do next. On the other hand, hasn't meant much for the last month.

 

The lowest 10 Day SMA over the last 23 days is 1.632 and the lowest 5 day for the last 28 days is 1.94.


Edited by Iblayz, 14 November 2019 - 11:16 AM.


#6 OEXCHAOS

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    Mark S. Young

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Posted 14 November 2019 - 11:23 AM

Curious why yours is different, as everyone else's 10-day p/c is around 88-90?

 

Everybody else is wrong? :lol:

 

Seriously, I'm pulling the data from the CBOE at the end of the day. You can do the math and see if I'm wrong.

 

M


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#7 Darris

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Posted 14 November 2019 - 11:29 AM

Probably looking at $CPC vs the OEX put/call ratio that is not being published on Stockcharts now.



#8 Darris

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Posted 14 November 2019 - 07:51 PM

The OEX ratio closed at 8.37 today CALLs=102  PUTs=854.  Must be expecting expiration gap and crap, cuz it is not happening in after hours.  That puts the 10 day at 2.49


#9 csw2002

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Posted 15 November 2019 - 07:10 AM

The reason that oex pcr is so high for Thursday was due to the closure of 500 cars of short puts sold last week on oex strike 1365 puts expiring this friday. Probably not that bearish
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#10 OEXCHAOS

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Posted 16 November 2019 - 05:38 PM

And it wasn't!!!


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