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Strategies & Market Trends : MDA - Market Direction Analysis -- Ignore unavailable to you. Want to Upgrade?


To: donald sew who wrote (24440)9/1/1999 8:10:00 PM
From: Haim R. Branisteanu  Read Replies (2) | Respond to of 99985
 
Donald and ALL this is interesting in a day like today!

CBOE Market Stats for September 1, 1999

Put/Call Ratio: .98

VIX OPENING VALUE: 24.94
VIX HIGH VALUE : 25.66
VIX LOW VALUE : 23.67
VIX CLOSING VALUE: 23.74

EQUITY OPTION
TOTAL EQUITY CALL VOLUME : 403,658
TOTAL EQUITY PUT VOLUME : 359,600
TOTAL VOLUME : 763,258

INDEX OPTION
TOTAL INDEX CALL VOLUME : 60,643
TOTAL INDEX PUT VOLUME : 95,193
TOTAL VOLUME : 155,836

Sum of All Products

TOTAL CALL VOLUME: 464404 TOTAL CALL OPEN INTEREST:20163410
TOTAL PUT VOLUME: 454807 TOTAL PUT OPEN INTEREST:13972683
TOTAL VOLUME: 919211 TOTAL OPEN INTEREST:34136093

Equity LEAPS Summary

TOTAL CALL VOLUME: 28007 TOTAL CALL OPEN INTEREST: 2937786
TOTAL PUT VOLUME: 143959 TOTAL PUT OPEN INTEREST: 2036643
TOTAL VOLUME: 171966 TOTAL OPEN INTEREST: 4974429

S&P 100 Index-(OEW,OEY,OEZ)

OEX CALL VOLUME: 27912 OEX CALL OPEN INTEREST: 162283
OEX PUT VOLUME: 37994 OEX PUT OPEN INTEREST: 190410
OEX TOTAL VOLUME: 65906 OEX TOTAL OPEN INTEREST: 352693
OEX LEVELS HIGH: 699.04 LOW: 692.24 CLOSE: 698.21 +5.97

S&P 100 Index LEAPS-(OBX,OCX,OAX)

OEX LEAPS CALL VOLUME: 0 OEX LEAPS CALL OPEN INTEREST: 3969
OEX LEAPS PUT VOLUME: 427 OEX LEAPS PUT OPEN INTEREST: 71722
OEX LEAPS TOTAL VOLUME: 427 OEX LEAPS TOTAL OPEN INTEREST: 75691
OEX LEAPS LEVELS HIGH: 139.81 LOW: 138.45 CLOSE: 139.64 +1.19

S&P 500 Index-(SPZ,SPX,SXB,SPQ,SPT,SZP,SXY,SXZ,SXM,SPB)

SPX CALL VOLUME: 28232 SPX CALL OPEN INTEREST: 870167
SPX PUT VOLUME: 45203 SPX PUT OPEN INTEREST: 1239766
SPX TOTAL VOLUME: 73435 SPX TOTAL OPEN INTEREST: 2109933
SPX LEVELS HIGH: 1331.18 LOW: 1320.39 CLOSE: 1331.07 +10.66

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

SPX LEAPS CALL VOLUME: 56 SPX LEAPS CALL OPEN INTEREST: 165103
SPX LEAPS PUT VOLUME: 723 SPX LEAPS PUT OPEN INTEREST: 619244
SPX LEAPS TOTAL VOLUME: 779 SPX LEAPS TOTAL OPEN INTEREST: 784347
SPX LEAPS LEVELS HIGH: 133.12 LOW: 132.04 CLOSE: 133.11 +1.07