Subject: Tech Stock Options
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To: Patrick Slevin (35139 )
From: Kevin Walsh
Wednesday, Feb 18 1998 1:35AM EST
Reply # of 35140
Hi Patrick, Speaking of statistics and being options expirations week, I'm getting a
'feeling' that a big up day is coming - Thur? FWIW, a WAG <vbg>
Now for some statistics from CBOE: (sorry about the format, it didn't copy and paste
very well)
Overall put/call ratio = 0.68 (bullish)
equity put/call ratio = 0.39 (slightly bearish)
index put/call ratio = 1.60 (yikes)
I don't remember seeing this big of a discrepancy between equity and index ratios
before. Here's some details.
VIX OPENING VALUE: 21.10
VIX HIGH VALUE : 21.80
VIX LOW VALUE : 20.60
VIX CLOSING VALUE: 21.20
Equity Option
TOTAL EQUITY CALL VOLUME: 357,045
TOTAL EQUITY PUT VOLUME: 138,055
TOTAL VOLUME: 495,545
Index Option
TOTAL INDEX CALL VOLUME: 115,021
TOTAL INDEX PUT VOLUME: 184,127
TOTAL VOLUME: 299,148
Sum of All Products
TOTAL CALL VOLUME: 472136 TOTAL CALL OPEN INTEREST:10706594
TOTAL PUT VOLUME: 322749 TOTAL PUT OPEN INTEREST: 7279416
TOTAL VOLUME: 794885 TOTAL OPEN INTEREST:17986010
Equity LEAPS Summary
TOTAL CALL VOLUME: 24104 TOTAL CALL OPEN INTEREST: 1704787
TOTAL PUT VOLUME: 6872 TOTAL PUT OPEN INTEREST: 1064402
TOTAL VOLUME: 30976 TOTAL OPEN INTEREST: 2769189
S&P 100 Index - (included OEX ,OEW, & OEZ)
OEX CALL VOLUME: 68651 OEX CALL OPEN INTEREST: 242131
OEX PUT VOLUME: 98656 OEX PUT OPEN INTEREST: 343004
OEX TOTAL VOLUME: 167307 OEX TOTAL OPEN INTEREST: 585135
OEX LEVELS HIGH: 492.54 LOW: 488.52 CLOSE: 489.64 +.88
S&P 100 Index LEAPS - (includes OAX , OBX & OLX)
OEX LEAPS CALL VOLUME: 11 OEX LEAPS CALL OPEN INTEREST: 17587
OEX LEAPS PUT VOLUME: 585 OEX LEAPS PUT OPEN INTEREST: 94793
OEX LEAPS TOTAL VOLUME: 596 OEX LEAPS TOTAL OPEN INTEREST:
112380
OEX LEAPS LEVELS HIGH: 98.51 LOW: 97.70 CLOSE: 97.93 +.18
S&P 500 Index - (SPX,SPZ,SPB,SXB,SPL,SPQ,SXZ,SPT)
SPX CALL VOLUME: 38747 SPX CALL OPEN INTEREST: 857667
SPX PUT VOLUME: 67887 SPX PUT OPEN INTEREST: 1228466
SPX TOTAL VOLUME: 106634 SPX TOTAL OPEN INTEREST: 2086133
SPX LEVELS HIGH: 1028.02 LOW: 1020.09 CLOSE: 1022.76 +2.67
S&P 500 Index LEAPS- (includes LSW, LSY, & LSX)
SPX LEAPS CALL VOLUME: 195 SPX LEAPS CALL OPEN INTEREST: 61605
SPX LEAPS PUT VOLUME: 6076 SPX LEAPS PUT OPEN INTEREST: 349731
SPX LEAPS TOTAL VOLUME: 6271 SPX LEAPS TOTAL OPEN INTEREST:
411336
SPX LEAPS LEVELS HIGH: 102.80 LOW: 102.01 CLOSE: 102.28 +.27
Dow Jones Industrial Average Index - DJX
DJX CALL VOLUME: 4500 DJX CALL OPEN INTEREST: 159099
DJX PUT VOLUME: 6015 DJX PUT OPEN INTEREST: 250926
DJX TOTAL VOLUME: 10515 DJX TOTAL OPEN INTEREST: 410025
DJX LEVELS HIGH: 84.46 LOW: 83.70 CLOSE: 83.98 +.28
Dow Jones Industrial Ave Index LEAPS - LDJ,VDJ,WDJ
DJX LEAPS CALL VOLUME: 13 DJX LEAPS CALL OPEN INTEREST: 72271
DJX LEAPS PUT VOLUME: 1229 DJX LEAPS PUT OPEN INTEREST: 119991
DJX LEAPS TOTAL VOLUME: 1242 DJX LEAPS TOTAL OPEN INTEREST:
192262
DJX LEAPS LEVELS HIGH: 84.46 LOW: 83.70 CLOSE: 83.98 +.28
Dow Jones Transportation Average Index - DTX
DTX CALL VOLUME: 93 DTX CALL OPEN INTEREST: 1364
DTX PUT VOLUME: 78 DTX PUT OPEN INTEREST: 3035
DTX TOTAL VOLUME: 171 DTX TOTAL OPEN INTEREST: 4399
DTX LEVELS HIGH: 357.77 LOW: 355.58 CLOSE: 356.23 +1.90
Dow Jones Trans Ave Index LEAPS - (LDN,VDN,WDX)
DTX LEAPS CALL VOLUME: 0 DTX LEAPS CALL OPEN INTEREST: 14
DTX LEAPS PUT VOLUME: 0 DTX LEAPS PUT OPEN INTEREST: 292
DTX LEAPS TOTAL VOLUME: 0 DTX LEAPS TOTAL OPEN INTEREST: 306
DTX LEAPS LEVELS HIGH: 36.80 LOW: 35.56 CLOSE: 35.62 +.19
Dow Jones Utilities Average Index - DUX
DUX CALL VOLUME: 1 DUX CALL OPEN INTEREST: 26
DUX PUT VOLUME: 12 DUX PUT OPEN INTEREST: 113
DUX TOTAL VOLUME: 13 DUX TOTAL OPEN INTEREST: 139
DUX LEVELS HIGH: 270.60 LOW: 268.02 CLOSE: 270.60 +2.58
Dow Jones Utilities Ave Index LEAPS - (LDU,VDU,WDU)
DUX LEAPS CALL VOLUME: 0 DUX LEAPS CALL OPEN INTEREST: 0
DUX LEAPS PUT VOLUME: 0 DUX LEAPS PUT OPEN INTEREST: 0
DUX LEAPS TOTAL VOLUME: 0 DUX LEAPS TOTAL OPEN INTEREST: 0
DUX LEAPS LEVELS HIGH: 27.06 LOW: 26.80 CLOSE: 27.06 +.26
Nasdaq 100 Index - (included NDX,NDZ,NDV,NDU,NCZ, & NDY)
NDX CALL VOLUME: 2109 NDX CALL OPEN INTEREST: 24137
NDX PUT VOLUME: 3124 NDX PUT OPEN INTEREST: 27682
NDX TOTAL VOLUME: 5233 NDX TOTAL OPEN INTEREST: 51819
NDX LEVELS HIGH: 1147.70 LOW: 1125.77 CLOSE: 1128.63 -8.06
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