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To: qcom_datadept who wrote (10922)12/8/2000 10:47:35 AM
From: Louis V. Lambrecht  Respond to of 17977
 
Jay - very phony.

I swear I've read the values and calculated the PCR of 2.962 under the first table.

Checked your hint.
Went to cboe.com daily statistics.

Calculating the PCR for all indexes, I come with 1.3367.
So, on the CBOE, the half hour statistics must have a glitch.

Checked further for the last three days, and these give you right:

S&P 100 index

Date Puts Calls PCR PUTCALL.OEX

Dec 05 37072 36490 1.01595 1.0217
Dec 06 29419 26980 1.0904 1.1763
Dec 07 39451 14082 2.8015 2.9081

today after the first 60 minutes, I read on PUTCALL.OEX 0.5831 and this corresponds to the all products PCR
....Aaaargh!

S&P100 PCR on CBOE is 1.223 , all indexes PCR 1.569



To: qcom_datadept who wrote (10922)12/8/2000 11:21:51 AM
From: OX  Read Replies (1) | Respond to of 17977
 
let me try to confuse this PCR discussion some more :-)

PCR at CBOE, the main one listed that everyone refers to, is the EXCHANGE PCR (meaning all equity options and index options traded AT THE CBOE). This is the PCR that Kayaker would like added... but personally, I would not hold my breathe.

QC:PUTCALL is calculated at quote.com for all US STOCKS OPTIONS PCR. I think this is inaccurate due to the bandwidth feed problem from SPcomstock, so cannot yet be relied upon.

QC:PUTCALL.OEX Jay says is calculated from aggregating the 100 individual components of the OEX. Jay can you triple check this please?? I keep my own PCR on the OEX index itself and the QC:PUTCALL.OEX is almost spot on the OEX index PCR that I calc. so I am highly suspect that QC:PUTCALL.OEX is calculated from the 100 individual components. but rather, is calculated from the OEX INDEX OPTIONS directly.

there... I hope I've made sense.