See, that's where I think your problem will be...at least for me,
< Where can I get the following information on the web>
How would you ask a fellow who knows this stuff where to get it on the web? In other words, let's say I know a woman at Solly who is a a Registered Options Principal. I say, give me data on CDO options for the period from 1/1/97 thru 1/1/99. Now, she may turn around a day or two later and say "here ya go, get lost as I'm busy".
But she grabbed it off a Solomon run which is not readily available to anyone on the internet. There is no advantage to anyone to put such data on the web because there is no income.
If I could sell pencils on the internet and net a penny a pencil I would have a site in a heartbeat. Who would make anything telling you data such as you are looking for?
Solly may have it, Morgan....Goldman....many houses may have it. They do not compile this stuff to give away. Here is an example, I paid 15 thousand for an obscure database. No one else had it for for sale. It's completely worthless in and of itself. But I had to pay that much for it, ....I had to because I needed it, because I wanted it---because it helps me make money.
Such data as you are looking for may help others make money and so they do not give it away. Think about how obscure it is, this thing you are looking for. If it's important, it's not going to be free....if it's not important, it's not going to be tracked.
I do not wish to discourage you, perhaps what you are looking for is attainable. But perhaps it isn't.
The interesting thing is, the Corporate Officer who gets the options does not have a clue about what you are talking about....the stock analyst looks at it as such a small piece of the pie it's not worth the effort.
Well, good luck. Were I you I would think about expanding the focus of the study. I know people, all the way up to the Chairman level, who have received stock options. I have never heard one speak about Option Vol. This does not make them idiots (I have to say that, one is a relative) it just never enters into the thought process. I wish you well, but I think perhaps you should expand the focus if you run into a wall with McMillan. |