Patrick, I'm trying to work with open interest a little.
Here's a spreadsheet using data from Pacific Brokerage's options
tables (pulled about 1/2 hr. or so ago, assuming it hasn't changed):
Calls Puts
vol. OI vol. OI COI-POI cummulative COI-POI
2 843 0 6059 -5216
18 451 0 775 -324
16 983 0 3372 -2389
70 1005 0 1976 -971
96 8492 0 8032 460
96 4620 400 9316 -4696 -13136
2,591 13828 1,433 9470 4358 -8778
4,272 15787 153 5928 9859 1081
7,369 18878 1,299 2986 15892 16973
2,091 3390 346 76 3314 20287
3,787 7652 55 223 7429 27716
20408 75929 3686 48213 TOTALS
Dumb question, but is this how you come up with favored strike?
If it's something you'd consider "proprietary" - no problem.
Thanks,
Tom
P.S. Looks like my problems w/ posting tables continue.
Forgot to copy the strikes. Duh. Anyway, the line above
totals are the 50's, next one up 47.5's, etc. Sorry.
I'd fix it, but due at a Bastille Day party in less than an
hour. Vive La France! |
