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Strategies & Market Trends : Portfolio Construction
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From: Paul Chiu8/15/2007 4:03:28 PM
   of 1964
 
looking like 17 straight is assured 



  Equity Index Total Put / Call 
Time Calls Puts Total Calls Puts Total Calls Puts Total Ratio 
9:00 AM 160563 157778 318341 122166 302958 425124 282729 460736 743465 1.63 
9:30 AM 293469 267736 561205 261408 623414 884822 554877 891150 1446027 1.61 
10:00 AM 375898 339551 715449 341495 764095 1105590 717393 1103646 1821039 1.54 
10:30 AM 455542 457391 912933 451395 917489 1368884 906937 1374880 2281817 1.52 
11:00 AM 541513 541921 1083434 513215 1045934 1559149 1054728 1587855 2642583 1.51 
11:30 AM 593427 596964 1190391 546392 1138622 1685014 1139819 1735586 2875405 1.52 
12:00 PM 647840 651984 1299824 608324 1205455 1813779 1256164 1857439 3113603 1.48 
12:30 PM 702947 699758 1402705 640613 1282434 1923047 1343560 1982192 3325752 1.48 
1:00 PM 782382 760068 1542450 783630 1408770 2192400 1566012 2168838 3734850 1.38 
1:30 PM 847200 826448 1673648 851215 1470411 2321626 1698415 2296859 3995274 1.35 
2:00 PM 927875 916591 1844466 933060 1613575 2546635 1860935 2530166 4391101 1.36 
2:30 PM 1035998 1043335 2079333 1022988 1728230 2751218 2058986 2771565 4830551 1.35 
3:00 PM
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