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