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To: Stu R who wrote (7335)	3/13/2000 9:44:00 PM
From: Jim Willie CB	of 35685

on put/call ratio disparity, expressed with reservations the CBOE put/call ratio is a function of S&P index options both S&P500 (SPX) and S&P100 (OEX) I show from Barrons this weekend a value of 23 for VIX which is on complacent bearish end of range this is a function of pure option premium (no ratio) dont understand the nature of your quoted figure the put/call I mentioned pertained to Nasdaq it is a function of the QQQ, which ties to Nasdaq100 I would intrepret my available data as negative for S&P and positive for NazComp no two put/call ratios are equal you can have one based upon S&P indexes you can have another based upon component stocks' options / Jim

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