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Strategies & Market Trends : The Options Box
QQQ 603.66-0.9%Nov 17 4:00 PM EST

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To: Poet who wrote (9861)3/5/2001 7:39:37 PM
From: Poet  Read Replies (1) of 10876
 
CBOE Market Summary for 03/05/2001:

Put/Call Ratio: .68

VXN OPENING VALUE: 75.20
VXN HIGH VALUE : 76.01
VXN LOW VALUE : 72.71
VXN CLOSING VALUE: 72.79

VIX OPENING VALUE: 31.08
VIX HIGH VALUE : 31.30
VIX LOW VALUE : 29.15
VIX CLOSING VALUE: 29.22

EQUITY OPTION

TOTAL EQUITY CALL VOLUME : 482,610
TOTAL EQUITY PUT VOLUME : 309,467
TOTAL VOLUME : 792,077

INDEX OPTION

TOTAL INDEX CALL VOLUME : 73,437
TOTAL INDEX PUT VOLUME : 71,263
TOTAL VOLUME : 144,700

Sum of All Products

TOTAL CALL VOLUME: 556079 TOTAL CALL OPEN INTEREST:40877964
TOTAL PUT VOLUME: 380837 TOTAL PUT OPEN INTEREST:23551053
TOTAL VOLUME: 936916 TOTAL OPEN INTEREST:64429017

Equity LEAPS Summary

TOTAL CALL VOLUME: 30259 TOTAL CALL OPEN INTEREST: 5738756
TOTAL PUT VOLUME: 15639 TOTAL PUT OPEN INTEREST: 2809947
TOTAL VOLUME: 45898 TOTAL OPEN INTEREST: 8548703


S&P 100 Index-(OEX)

OEX CALL VOLUME: 10260 OEX CALL OPEN INTEREST: 110430
OEX PUT VOLUME: 8317 OEX PUT OPEN INTEREST: 98043
OEX TOTAL VOLUME: 18577 OEX TOTAL OPEN INTEREST: 208473
OEX LEVELS HIGH: 639.01 LOW: 633.89 CLOSE: 638.43 +4.54

S&P 100 Index LEAPS

OEX LEAPS CALL VOLUME: 150 OEX LEAPS CALL OPEN INTEREST: 890
OEX LEAPS PUT VOLUME: 0 OEX LEAPS PUT OPEN INTEREST: 5036
OEX LEAPS TOTAL VOLUME: 150 OEX LEAPS TOTAL OPEN INTEREST: 5926
OEX LEAPS LEVELS HIGH: 127.84 LOW: 126.78 CLOSE: 127.69 +0.91

S&P 100 Index Fund Options-(OEF)

OEF CALL VOLUME: 10 OEF CALL OPEN INTEREST: 323
OEF PUT VOLUME: 50 OEF PUT OPEN INTEREST: 772
OEF TOTAL VOLUME: 60 OEF TOTAL OPEN INTEREST: 1095
OEF LEVELS HIGH: 64.00 LOW: 63.81 CLOSE: 63.81 -0.19

S&P 500 Index-(SPX)

SPX CALL VOLUME: 30574 SPX CALL OPEN INTEREST: 893703
SPX PUT VOLUME: 31209 SPX PUT OPEN INTEREST: 866879
SPX TOTAL VOLUME: 61783 SPX TOTAL OPEN INTEREST: 1760582
SPX LEVELS HIGH: 1242.15 LOW: 1234.18 CLOSE: 1241.41 +7.23

S&P 500 Index LEAPS-(LSZ,LSW,LSY)

SPX LEAPS CALL VOLUME: 10 SPX LEAPS CALL OPEN INTEREST: 415166
SPX LEAPS PUT VOLUME: 6264 SPX LEAPS PUT OPEN INTEREST: 539396
SPX LEAPS TOTAL VOLUME: 6274 SPX LEAPS TOTAL OPEN INTEREST: 954562
SPX LEAPS LEVELS HIGH: 124.25 LOW: 123.40 CLOSE: 124.14 +0.72

Options on the Nasdaq 100 Index Tracking Stock-(QQQ)

QQQ CALL VOLUME: 29772 QQQ CALL OPEN INTEREST: 1223391
QQQ PUT VOLUME: 9776 QQQ PUT OPEN INTEREST: 487140
QQQ TOTAL VOLUME: 39548 QQQ TOTAL OPEN INTEREST: 1710531
QQQ LEVELS HIGH: 48.32 LOW: 47.20 CLOSE: 47.55 +0.90

Options on the Nasdaq 100 Index Tracking Stock LEAPS

QQQ LEAPS CALL VOLUME: 6829 QQQ LEAPS CALL OPEN INTEREST: 170502
QQQ LEAPS PUT VOLUME: 2299 QQQ LEAPS PUT OPEN INTEREST: 71903
QQQ LEAPS TOTAL VOLUME: 9128 QQQ LEAPS TOTAL OPEN INTEREST: 242405
QQQ LEAPS LEVELS HIGH: 48.32 LOW: 47.20 CLOSE: 47.55 +0.90

CBOE Mini-NDX Index-(MNX)

MNX CALL VOLUME: 18790 MNX CALL OPEN INTEREST: 261399
MNX PUT VOLUME: 3415 MNX PUT OPEN INTEREST: 241585
MNX TOTAL VOLUME: 22205 MNX TOTAL OPEN INTEREST: 502984
MNX LEVELS HIGH: 193.60 LOW: 188.13 CLOSE: 191.67 +3.54

CBOE Mini-NDX LEAPS

MNX LEAPS CALL VOLUME: 4 MNX LEAPS CALL OPEN INTEREST: 32647
MNX LEAPS PUT VOLUME: 0 MNX LEAPS PUT OPEN INTEREST: 8204
MNX LEAPS TOTAL VOLUME: 4 MNX LEAPS TOTAL OPEN INTEREST: 40851
MNX LEAPS LEVELS HIGH: 193.60 LOW: 188.13 CLOSE: 191.67 +3.54

Nasdaq 100 Index-(NDX)

NDX CALL VOLUME: 1563 NDX CALL OPEN INTEREST: 54278
NDX PUT VOLUME: 3023 NDX PUT OPEN INTEREST: 44828
NDX TOTAL VOLUME: 4586 NDX TOTAL OPEN INTEREST: 99106
NDX LEVELS HIGH: 1936.02 LOW: 1892.02 CLOSE: 1916.68 +35.34

Dow Jones Industrial Average Index-(DJX]

DJX CALL VOLUME: 9790 DJX CALL OPEN INTEREST: 135469
DJX PUT VOLUME: 17264 DJX PUT OPEN INTEREST: 275315
DJX TOTAL VOLUME: 27054 DJX TOTAL OPEN INTEREST: 410784
DJX LEVELS HIGH: 105.72 LOW: 104.69 CLOSE: 105.62 +0.96

Dow Jones Industrial Ave LEAPS

DJX LEAPS CALL VOLUME: 10 DJX LEAPS CALL OPEN INTEREST: 8105
DJX LEAPS PUT VOLUME: 112 DJX LEAPS PUT OPEN INTEREST: 16297
DJX LEAPS TOTAL VOLUME: 122 DJX LEAPS TOTAL OPEN INTEREST: 24402
DJX LEAPS LEVELS HIGH: 105.72 LOW: 104.69 CLOSE: 105.62 +0.96

Dow Jones Trans Ave Index-(DTX)

DTX CALL VOLUME: 0 DTX CALL OPEN INTEREST: 935
DTX PUT VOLUME: 0 DTX PUT OPEN INTEREST: 153
DTX TOTAL VOLUME: 0 DTX TOTAL OPEN INTEREST: 1088
DTX LEVELS HIGH: 294.61 LOW: 290.87 CLOSE: 293.94 +2.42

Dow Jones Trans Ave Index LEAPS

DTX LEAPS CALL VOLUME: 0 DTX LEAPS CALL OPEN INTEREST: 10
DTX LEAPS PUT VOLUME: 0 DTX LEAPS PUT OPEN INTEREST: 15
DTX LEAPS TOTAL VOLUME: 0 DTX LEAPS TOTAL OPEN INTEREST: 25
DTX LEAPS LEVELS HIGH: 29.46 LOW: 29.09 CLOSE: 29.39 +0.24

Dow Jones Utilities Average Index-(DUX)

DUX CALL VOLUME: 0 DUX CALL OPEN INTEREST: 45
DUX PUT VOLUME: 0 DUX PUT OPEN INTEREST: 55
DUX TOTAL VOLUME: 0 DUX TOTAL OPEN INTEREST: 100
DUX LEVELS HIGH: 393.15 LOW: 389.93 CLOSE: 391.81 +1.82

Dow Jones Equity REIT Index-(DJR)

DJR CALL VOLUME: 0 DJR CALL OPEN INTEREST: 0
DJR PUT VOLUME: 0 DJR PUT OPEN INTEREST: 0
DJR TOTAL VOLUME: 0 DJR TOTAL OPEN INTEREST: 0
DJR LEVELS HIGH: 138.83 LOW: 138.39 CLOSE: 138.39 -0.23

Dow Jones Internet Commerce Index-(ECM)

ECM CALL VOLUME: 0 ECM CALL OPEN INTEREST: 277
ECM PUT VOLUME: 0 ECM PUT OPEN INTEREST: 115
ECM TOTAL VOLUME: 0 ECM TOTAL OPEN INTEREST: 392
ECM LEVELS HIGH: 56.12 LOW: 54.58 CLOSE: 55.12 +0.54

Dow Jones Internet Commerce Index LEAPS

ECM LEAPS CALL VOLUME: 0 ECM LEAPS CALL OPEN INTEREST: 52
ECM LEAPS PUT VOLUME: 0 ECM LEAPS PUT OPEN INTEREST: 20
ECM LEAPS TOTAL VOLUME: 0 ECM LEAPS TOTAL OPEN INTEREST: 72
ECM LEAPS LEVELS HIGH: 5.61 LOW: 5.46 CLOSE: 5.51 +0.05

Options on The Dow 10-(MUT)

MUT CALL VOLUME: 3 MUT CALL OPEN INTEREST: 363
MUT PUT VOLUME: 0 MUT PUT OPEN INTEREST: 44
MUT TOTAL VOLUME: 3 MUT TOTAL OPEN INTEREST: 407
MUT LEVELS HIGH: 97.39 LOW: 96.04 CLOSE: 97.33 +1.25

Options on The Dow 10 LEAPS

MUT LEAPS CALL VOLUME: 0 MUT LEAPS CALL OPEN INTEREST: 5
MUT LEAPS PUT VOLUME: 0 MUT LEAPS PUT OPEN INTEREST: 0
MUT LEAPS TOTAL VOLUME: 0 MUT LEAPS TOTAL OPEN INTEREST: 5
MUT LEAPS LEVELS HIGH: 97.39 LOW: 96.04 CLOSE: 97.33 +1.25

Morgan Stanley Multinational Company Index-(NFT)

NFT CALL VOLUME: 0 NFT CALL OPEN INTEREST: 0
NFT PUT VOLUME: 0 NFT PUT OPEN INTEREST: 0
NFT TOTAL VOLUME: 0 NFT TOTAL OPEN INTEREST: 0
NFT LEVELS HIGH: 726.75 LOW: 719.94 CLOSE: 726.30 +6.12

Goldman Sachs Composite Index-(GTC)

GTC CALL VOLUME: 0 GTC CALL OPEN INTEREST: 3
GTC PUT VOLUME: 0 GTC PUT OPEN INTEREST: 9
GTC TOTAL VOLUME: 0 GTC TOTAL OPEN INTEREST: 12
GTC LEVELS HIGH: 242.50 LOW: 236.19 CLOSE: 240.92 +4.90

Goldman Sachs Hardware Index-(GHA)

GHA CALL VOLUME: 0 GHA CALL OPEN INTEREST: 192
GHA PUT VOLUME: 0 GHA PUT OPEN INTEREST: 51
GHA TOTAL VOLUME: 0 GHA TOTAL OPEN INTEREST: 243
GHA LEVELS HIGH: 333.14 LOW: 322.29 CLOSE: 331.13 +8.84

Goldman Sachs Internet Index-(GIN)

GIN CALL VOLUME: 1 GIN CALL OPEN INTEREST: 608
GIN PUT VOLUME: 0 GIN PUT OPEN INTEREST: 727
GIN TOTAL VOLUME: 1 GIN TOTAL OPEN INTEREST: 1335
GIN LEVELS HIGH: 152.97 LOW: 147.89 CLOSE: 148.89 -0.10

Goldman Sachs Multimedia Networking Index-(GIP)

GIP CALL VOLUME: 0 GIP CALL OPEN INTEREST: 389
GIP PUT VOLUME: 0 GIP PUT OPEN INTEREST: 285
GIP TOTAL VOLUME: 0 GIP TOTAL OPEN INTEREST: 674
GIP LEVELS HIGH: 240.53 LOW: 231.59 CLOSE: 238.27 +6.68

Goldman Sachs Semiconductor Index-(GSM)

GSM CALL VOLUME: 20 GSM CALL OPEN INTEREST: 47
GSM PUT VOLUME: 10 GSM PUT OPEN INTEREST: 145
GSM TOTAL VOLUME: 30 GSM TOTAL OPEN INTEREST: 192
GSM LEVELS HIGH: 299.84 LOW: 285.90 CLOSE: 296.33 +10.43

Goldman Sachs Services Index-(GSV)

GSV CALL VOLUME: 0 GSV CALL OPEN INTEREST: 0
GSV PUT VOLUME: 0 GSV PUT OPEN INTEREST: 0
GSV TOTAL VOLUME: 0 GSV TOTAL OPEN INTEREST: 0
GSV LEVELS HIGH: 162.11 LOW: 160.57 CLOSE: 161.39 -0.35

Goldman Sachs Software Index-(GSO)

GSO CALL VOLUME: 28 GSO CALL OPEN INTEREST: 236
GSO PUT VOLUME: 0 GSO PUT OPEN INTEREST: 42
GSO TOTAL VOLUME: 28 GSO TOTAL OPEN INTEREST: 278
GSO LEVELS HIGH: 218.57 LOW: 209.58 CLOSE: 211.80 -4.16

New York Stock Exchange Composite Index-(NYA)

NYA CALL VOLUME: 0 NYA CALL OPEN INTEREST: 2
NYA PUT VOLUME: 0 NYA PUT OPEN INTEREST: 30
NYA TOTAL VOLUME: 0 NYA TOTAL OPEN INTEREST: 32
NYA LEVELS HIGH: 629.16 LOW: 626.21 CLOSE: 628.85 +1.98

Russell 2000 Index-(RUT)

RUT CALL VOLUME: 72 RUT CALL OPEN INTEREST: 6394
RUT PUT VOLUME: 1 RUT PUT OPEN INTEREST: 14225
RUT TOTAL VOLUME: 73 RUT TOTAL OPEN INTEREST: 20619
RUT LEVELS HIGH: 479.78 LOW: 475.65 CLOSE: 475.79 -1.09

S&P Banks Index-(BIX)

BIX CALL VOLUME: 0 BIX CALL OPEN INTEREST: 98
BIX PUT VOLUME: 17 BIX PUT OPEN INTEREST: 61
BIX TOTAL VOLUME: 17 BIX TOTAL OPEN INTEREST: 159
BIX LEVELS HIGH: 645.42 LOW: 628.98 CLOSE: 637.58 -6.37

CBOE Gold Index-(GOX)

GOX CALL VOLUME: 20 GOX CALL OPEN INTEREST: 416
GOX PUT VOLUME: 0 GOX PUT OPEN INTEREST: 102
GOX TOTAL VOLUME: 20 GOX TOTAL OPEN INTEREST: 518
GOX LEVELS HIGH: 36.64 LOW: 35.22 CLOSE: 36.64 +1.00

CBOE Internet Index-(INX)

INX CALL VOLUME: 1 INX CALL OPEN INTEREST: 539
INX PUT VOLUME: 0 INX PUT OPEN INTEREST: 246
INX TOTAL VOLUME: 1 INX TOTAL OPEN INTEREST: 785
INX LEVELS HIGH: 185.33 LOW: 179.08 CLOSE: 181.76 +2.68

CBOE Internet Index LEAPS

INX LEAPS CALL VOLUME: 0 INX LEAPS CALL OPEN INTEREST: 4501
INX LEAPS PUT VOLUME: 0 INX LEAPS PUT OPEN INTEREST: 4500
INX LEAPS TOTAL VOLUME: 0 INX LEAPS TOTAL OPEN INTEREST: 9001
INX LEAPS LEVELS HIGH: 18.53 LOW: 17.91 CLOSE: 18.18 +0.27

Short Term Interest Rate Index-(IRX)

IRX CALL VOLUME: 0 IRX CALL OPEN INTEREST: 0
IRX PUT VOLUME: 0 IRX PUT OPEN INTEREST: 31
IRX TOTAL VOLUME: 0 IRX TOTAL OPEN INTEREST: 31
IRX LEVELS HIGH: 47.50 LOW: 47.10 CLOSE: 47.20 +0.10

5 Year Treasury Yield Option-(FVX)

FVX CALL VOLUME: 0 FVX CALL OPEN INTEREST: 0
FVX PUT VOLUME: 0 FVX PUT OPEN INTEREST: 349
FVX TOTAL VOLUME: 0 FVX TOTAL OPEN INTEREST: 349
FVX LEVELS HIGH: 47.35 LOW: 46.99 CLOSE: 47.28 +0.14

10 Year Treasury Yield Option-(TNX)

TNX CALL VOLUME: 0 TNX CALL OPEN INTEREST: 355
TNX PUT VOLUME: 0 TNX PUT OPEN INTEREST: 1270
TNX TOTAL VOLUME: 0 TNX TOTAL OPEN INTEREST: 1625
TNX LEVELS HIGH: 49.76 LOW: 49.23 CLOSE: 49.63 +0.20

30 Year Treasury Yield Option-(TYX)

TYX CALL VOLUME: 32 TYX CALL OPEN INTEREST: 1658
TYX PUT VOLUME: 107 TYX PUT OPEN INTEREST: 3020
TYX TOTAL VOLUME: 139 TYX TOTAL OPEN INTEREST: 4678
TYX LEVELS HIGH: 53.81 LOW: 53.47 CLOSE: 53.62 .00

CBOE Mexico Index-(MEX)

MEX CALL VOLUME: 10 MEX CALL OPEN INTEREST: 260
MEX PUT VOLUME: 0 MEX PUT OPEN INTEREST: 172
MEX TOTAL VOLUME: 10 MEX TOTAL OPEN INTEREST: 432
MEX LEVELS HIGH: 91.40 LOW: 90.62 CLOSE: 91.03 +0.41

S&P Retail Index-(RLX)

RLX CALL VOLUME: 0 RLX CALL OPEN INTEREST: 71
RLX PUT VOLUME: 14 RLX PUT OPEN INTEREST: 54
RLX TOTAL VOLUME: 14 RLX TOTAL OPEN INTEREST: 125
RLX LEVELS HIGH: 856.09 LOW: 838.70 CLOSE: 843.17 -5.65

S&P Small Cap 600 Index-(SML)

SML CALL VOLUME: 50 SML CALL OPEN INTEREST: 462
SML PUT VOLUME: 0 SML PUT OPEN INTEREST: 48
SML TOTAL VOLUME: 50 SML TOTAL OPEN INTEREST: 510
SML LEVELS HIGH: 217.99 LOW: 216.59 CLOSE: 216.93 +0.32

S&P 500 BARRA Growth Index-(SGX)

SGX CALL VOLUME: 0 SGX CALL OPEN INTEREST: 0
SGX PUT VOLUME: 0 SGX PUT OPEN INTEREST: 0
SGX TOTAL VOLUME: 0 SGX TOTAL OPEN INTEREST: 0
SGX LEVELS HIGH: 618.27 LOW: 612.45 CLOSE: 617.97 +4.92

S&P 500 BARRA Value Index-(SVX)

SVX CALL VOLUME: 0 SVX CALL OPEN INTEREST: 0
SVX PUT VOLUME: 0 SVX PUT OPEN INTEREST: 0
SVX TOTAL VOLUME: 0 SVX TOTAL OPEN INTEREST: 0
SVX LEVELS HIGH: 624.04 LOW: 620.96 CLOSE: 623.41 +2.45

CBOE Technology Index-(TXX)

TXX CALL VOLUME: 11 TXX CALL OPEN INTEREST: 387
TXX PUT VOLUME: 0 TXX PUT OPEN INTEREST: 986
TXX TOTAL VOLUME: 11 TXX TOTAL OPEN INTEREST: 1373
TXX LEVELS HIGH: 636.20 LOW: 616.82 CLOSE: 629.74 +12.92

S&P Transportation Index-(TRX)

TRX CALL VOLUME: 0 TRX CALL OPEN INTEREST: 0
TRX PUT VOLUME: 0 TRX PUT OPEN INTEREST: 0
TRX TOTAL VOLUME: 0 TRX TOTAL OPEN INTEREST: 0
TRX LEVELS HIGH: 711.34 LOW: 699.55 CLOSE: 708.44 +7.98

S&P Insurance Index-(IUX)

IUX CALL VOLUME: 0 IUX CALL OPEN INTEREST: 0
IUX PUT VOLUME: 0 IUX PUT OPEN INTEREST: 0
IUX TOTAL VOLUME: 0 IUX TOTAL OPEN INTEREST: 0
IUX LEVELS HIGH: 742.34 LOW: 727.78 CLOSE: 735.03 -1.13

S&P Chemical Index-(CEX)

CEX CALL VOLUME: 3 CEX CALL OPEN INTEREST: 105
CEX PUT VOLUME: 0 CEX PUT OPEN INTEREST: 106
CEX TOTAL VOLUME: 3 CEX TOTAL OPEN INTEREST: 211
CEX LEVELS HIGH: 429.33 LOW: 420.15 CLOSE: 427.20 +7.05

S&P Health Care Index-(HCX)

HCX CALL VOLUME: 5 HCX CALL OPEN INTEREST: 2
HCX PUT VOLUME: 0 HCX PUT OPEN INTEREST: 10
HCX TOTAL VOLUME: 5 HCX TOTAL OPEN INTEREST: 12
HCX LEVELS HIGH: 857.63 LOW: 847.37 CLOSE: 857.03 -0.47

CBOE OIL Index-(OIX)

OIX CALL VOLUME: 0 OIX CALL OPEN INTEREST: 55
OIX PUT VOLUME: 2 OIX PUT OPEN INTEREST: 137
OIX TOTAL VOLUME: 2 OIX TOTAL OPEN INTEREST: 192
OIX LEVELS HIGH: 319.18 LOW: 314.35 CLOSE: 318.70 +3.96
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