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


To: Les H who wrote (42430)3/7/2000 12:13:00 AM
From: Lee Lichterman III  Read Replies (1) | Respond to of 99985
 
Amazing, more calls than puts again despite the down turn and the VIX actually dropped except for the NDX which should help prop it up until expiration still again!!!

From cboe.com

Put/Call Ratio: .43

VIX OPENING VALUE: 22.57
VIX HIGH VALUE : 22.82
VIX LOW VALUE : 20.90
VIX CLOSING VALUE: 21.29

--------------------------------------------------------------------------------

EQUITY OPTION

TOTAL EQUITY CALL VOLUME : 895,823
TOTAL EQUITY PUT VOLUME : 313,414
TOTAL VOLUME : 1,209,237

INDEX OPTION

TOTAL INDEX CALL VOLUME : 55,139
TOTAL INDEX PUT VOLUME : 91,928
TOTAL VOLUME : 147,067

--------------------------------------------------------------------------------

Sum of All Products

TOTAL CALL VOLUME: 950983 TOTAL CALL OPEN INTEREST:29445798
TOTAL PUT VOLUME: 405412 TOTAL PUT OPEN INTEREST:18643698
TOTAL VOLUME: 1356395 TOTAL OPEN INTEREST:48089496



S&P 100 Index-(OEX)

OEX CALL VOLUME: 21807 OEX CALL OPEN INTEREST: 142379
OEX PUT VOLUME: 44691 OEX PUT OPEN INTEREST: 167098
OEX TOTAL VOLUME: 66498 OEX TOTAL OPEN INTEREST: 309477
OEX LEVELS HIGH: 765.95 LOW: 748.53 CLOSE: 752.96 -12.99

S&P 500 Index-(SPX)

SPX CALL VOLUME: 23459 SPX CALL OPEN INTEREST: 1052662
SPX PUT VOLUME: 36617 SPX PUT OPEN INTEREST: 1087227
SPX TOTAL VOLUME: 60076 SPX TOTAL OPEN INTEREST: 2139889
SPX LEVELS HIGH: 1409.74 LOW: 1384.75 CLOSE: 1391.28 -17.89

Dow Jones Industrial Average Index-(DJX]

DJX CALL VOLUME: 7126 DJX CALL OPEN INTEREST: 264749
DJX PUT VOLUME: 3189 DJX PUT OPEN INTEREST: 262392
DJX TOTAL VOLUME: 10315 DJX TOTAL OPEN INTEREST: 527141
DJX LEVELS HIGH: 103.83 LOW: 101.22 CLOSE: 101.70 -1.97

Nasdaq 100 Index-(NDX)

NDX CALL VOLUME: 1408 NDX CALL OPEN INTEREST: 30620
NDX PUT VOLUME: 1746 NDX PUT OPEN INTEREST: 50592
NDX TOTAL VOLUME: 3154 NDX TOTAL OPEN INTEREST: 81212
NDX LEVELS HIGH: 4548.55 LOW: 4436.60 CLOSE: 4457.18 +14.31

Good Luck,

Lee



To: Les H who wrote (42430)3/7/2000 4:49:00 AM
From: Roebear  Respond to of 99985
 
Les Horowitz,
Apologies if this was posted here before. CPI figures did not include energy?:

Message 13077402

Best Regards,

Roebear