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Strategies & Market Trends : The Options Box -- Ignore unavailable to you. Want to Upgrade?


To: Poet who wrote (10082)3/15/2001 7:24:48 AM
From: Poet  Read Replies (1) | Respond to of 10876
 
CBOE Market Summary for 03/14/2001:

Put/Call Ratio: .92

VXN OPENING VALUE: 75.29
VXN HIGH VALUE : 75.29
VXN LOW VALUE : 72.58
VXN CLOSING VALUE: 73.61

VIX OPENING VALUE: 36.57
VIX HIGH VALUE : 36.57
VIX LOW VALUE : 32.94
VIX CLOSING VALUE: 34.60

EQUITY OPTION

TOTAL EQUITY CALL VOLUME : 734,659
TOTAL EQUITY PUT VOLUME : 555,397
TOTAL VOLUME : 1,290,056

INDEX OPTION

TOTAL INDEX CALL VOLUME : 154,220
TOTAL INDEX PUT VOLUME : 265,133
TOTAL VOLUME : 419,353

Sum of All Products

TOTAL CALL VOLUME: 888950 TOTAL CALL OPEN INTEREST:45881942
TOTAL PUT VOLUME: 820725 TOTAL PUT OPEN INTEREST:26135647
TOTAL VOLUME: 1709675 TOTAL OPEN INTEREST:72017589

Equity LEAPS Summary

TOTAL CALL VOLUME: 26366 TOTAL CALL OPEN INTEREST: 5715605
TOTAL PUT VOLUME: 26274 TOTAL PUT OPEN INTEREST: 2820621
TOTAL VOLUME: 52640 TOTAL OPEN INTEREST: 8536226


S&P 100 Index-(OEX)

OEX CALL VOLUME: 42155 OEX CALL OPEN INTEREST: 158897
OEX PUT VOLUME: 71118 OEX PUT OPEN INTEREST: 124128
OEX TOTAL VOLUME: 113273 OEX TOTAL OPEN INTEREST: 283025
OEX LEVELS HIGH: 613.51 LOW: 590.00 CLOSE: 596.10 -17.41

S&P 100 Index LEAPS

OEX LEAPS CALL VOLUME: 0 OEX LEAPS CALL OPEN INTEREST: 1080
OEX LEAPS PUT VOLUME: 27 OEX LEAPS PUT OPEN INTEREST: 5057
OEX LEAPS TOTAL VOLUME: 27 OEX LEAPS TOTAL OPEN INTEREST: 6137
OEX LEAPS LEVELS HIGH: 122.70 LOW: 117.98 CLOSE: 119.22 -3.48

S&P 100 Index Fund Options-(OEF)

OEF CALL VOLUME: 20 OEF CALL OPEN INTEREST: 422
OEF PUT VOLUME: 19 OEF PUT OPEN INTEREST: 936
OEF TOTAL VOLUME: 39 OEF TOTAL OPEN INTEREST: 1358
OEF LEVELS HIGH: 60.75 LOW: 59.45 CLOSE: 59.45 -0.90

S&P 500 Index-(SPX)

SPX CALL VOLUME: 52009 SPX CALL OPEN INTEREST: 1041427
SPX PUT VOLUME: 125328 SPX PUT OPEN INTEREST: 987421
SPX TOTAL VOLUME: 177337 SPX TOTAL OPEN INTEREST: 2028848
SPX LEVELS HIGH: 1197.66 LOW: 1155.47 CLOSE: 1166.71 -30.95

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

SPX LEAPS CALL VOLUME: 3115 SPX LEAPS CALL OPEN INTEREST: 405213
SPX LEAPS PUT VOLUME: 1612 SPX LEAPS PUT OPEN INTEREST: 544927
SPX LEAPS TOTAL VOLUME: 4727 SPX LEAPS TOTAL OPEN INTEREST: 950140
SPX LEAPS LEVELS HIGH: 119.77 LOW: 115.54 CLOSE: 116.67 -3.10

Options on the Nasdaq 100 Index Tracking Stock-(QQQ)

QQQ CALL VOLUME: 52258 QQQ CALL OPEN INTEREST: 1919002
QQQ PUT VOLUME: 61196 QQQ PUT OPEN INTEREST: 760757
QQQ TOTAL VOLUME: 113454 QQQ TOTAL OPEN INTEREST: 2679759
QQQ LEVELS HIGH: 45.10 LOW: 42.35 CLOSE: 43.75 -0.70

Options on the Nasdaq 100 Index Tracking Stock LEAPS

QQQ LEAPS CALL VOLUME: 273 QQQ LEAPS CALL OPEN INTEREST: 214044
QQQ LEAPS PUT VOLUME: 425 QQQ LEAPS PUT OPEN INTEREST: 101143
QQQ LEAPS TOTAL VOLUME: 698 QQQ LEAPS TOTAL OPEN INTEREST: 315187
QQQ LEAPS LEVELS HIGH: 45.10 LOW: 42.35 CLOSE: 43.75 -0.70

CBOE Mini-NDX Index-(MNX)

MNX CALL VOLUME: 8943 MNX CALL OPEN INTEREST: 319804
MNX PUT VOLUME: 8141 MNX PUT OPEN INTEREST: 279102
MNX TOTAL VOLUME: 17084 MNX TOTAL OPEN INTEREST: 598906
MNX LEVELS HIGH: 180.89 LOW: 170.09 CLOSE: 174.51 -4.46

CBOE Mini-NDX LEAPS

MNX LEAPS CALL VOLUME: 0 MNX LEAPS CALL OPEN INTEREST: 32646
MNX LEAPS PUT VOLUME: 0 MNX LEAPS PUT OPEN INTEREST: 8223
MNX LEAPS TOTAL VOLUME: 0 MNX LEAPS TOTAL OPEN INTEREST: 40869
MNX LEAPS LEVELS HIGH: 180.89 LOW: 170.09 CLOSE: 174.51 -4.46

Nasdaq 100 Index-(NDX)

NDX CALL VOLUME: 5221 NDX CALL OPEN INTEREST: 64130
NDX PUT VOLUME: 4472 NDX PUT OPEN INTEREST: 51705
NDX TOTAL VOLUME: 9693 NDX TOTAL OPEN INTEREST: 115835
NDX LEVELS HIGH: 1808.85 LOW: 1700.85 CLOSE: 1745.13 -44.57

Dow Jones Industrial Average Index-(DJX]

DJX CALL VOLUME: 41226 DJX CALL OPEN INTEREST: 151491
DJX PUT VOLUME: 50173 DJX PUT OPEN INTEREST: 352896
DJX TOTAL VOLUME: 91399 DJX TOTAL OPEN INTEREST: 504387
DJX LEVELS HIGH: 102.79 LOW: 98.96 CLOSE: 99.73 -3.18

Dow Jones Industrial Ave LEAPS

DJX LEAPS CALL VOLUME: 6 DJX LEAPS CALL OPEN INTEREST: 8366
DJX LEAPS PUT VOLUME: 239 DJX LEAPS PUT OPEN INTEREST: 16669
DJX LEAPS TOTAL VOLUME: 245 DJX LEAPS TOTAL OPEN INTEREST: 25035
DJX LEAPS LEVELS HIGH: 102.79 LOW: 98.96 CLOSE: 99.73 -3.18

Dow Jones Trans Ave Index-(DTX)

DTX CALL VOLUME: 56 DTX CALL OPEN INTEREST: 983
DTX PUT VOLUME: 25 DTX PUT OPEN INTEREST: 194
DTX TOTAL VOLUME: 81 DTX TOTAL OPEN INTEREST: 1177
DTX LEVELS HIGH: 276.33 LOW: 264.18 CLOSE: 268.09 -8.88

Dow Jones Trans Ave Index LEAPS

DTX LEAPS CALL VOLUME: 0 DTX LEAPS CALL OPEN INTEREST: 10
DTX LEAPS PUT VOLUME: 0 DTX LEAPS PUT OPEN INTEREST: 15
DTX LEAPS TOTAL VOLUME: 0 DTX LEAPS TOTAL OPEN INTEREST: 25
DTX LEAPS LEVELS HIGH: 27.63 LOW: 26.42 CLOSE: 26.81 -0.89

Dow Jones Utilities Average Index-(DUX)

DUX CALL VOLUME: 0 DUX CALL OPEN INTEREST: 45
DUX PUT VOLUME: 0 DUX PUT OPEN INTEREST: 55
DUX TOTAL VOLUME: 0 DUX TOTAL OPEN INTEREST: 100
DUX LEVELS HIGH: 373.34 LOW: 364.63 CLOSE: 366.30 -7.33

Dow Jones Equity REIT Index-(DJR)

DJR CALL VOLUME: 0 DJR CALL OPEN INTEREST: 0
DJR PUT VOLUME: 0 DJR PUT OPEN INTEREST: 0
DJR TOTAL VOLUME: 0 DJR TOTAL OPEN INTEREST: 0
DJR LEVELS HIGH: 138.13 LOW: 137.24 CLOSE: 137.26 -0.87

Dow Jones Internet Commerce Index-(ECM)

ECM CALL VOLUME: 0 ECM CALL OPEN INTEREST: 294
ECM PUT VOLUME: 0 ECM PUT OPEN INTEREST: 132
ECM TOTAL VOLUME: 0 ECM TOTAL OPEN INTEREST: 426
ECM LEVELS HIGH: 45.03 LOW: 42.25 CLOSE: 43.23 -1.80

Dow Jones Internet Commerce Index LEAPS

ECM LEAPS CALL VOLUME: 0 ECM LEAPS CALL OPEN INTEREST: 52
ECM LEAPS PUT VOLUME: 0 ECM LEAPS PUT OPEN INTEREST: 20
ECM LEAPS TOTAL VOLUME: 0 ECM LEAPS TOTAL OPEN INTEREST: 72
ECM LEAPS LEVELS HIGH: 4.50 LOW: 4.22 CLOSE: 4.32 -0.18

Options on The Dow 10-(MUT)

MUT CALL VOLUME: 0 MUT CALL OPEN INTEREST: 361
MUT PUT VOLUME: 0 MUT PUT OPEN INTEREST: 50
MUT TOTAL VOLUME: 0 MUT TOTAL OPEN INTEREST: 411
MUT LEVELS HIGH: 96.58 LOW: 92.82 CLOSE: 93.07 -3.51

Options on The Dow 10 LEAPS

MUT LEAPS CALL VOLUME: 0 MUT LEAPS CALL OPEN INTEREST: 5
MUT LEAPS PUT VOLUME: 0 MUT LEAPS PUT OPEN INTEREST: 0
MUT LEAPS TOTAL VOLUME: 0 MUT LEAPS TOTAL OPEN INTEREST: 5
MUT LEAPS LEVELS HIGH: 96.58 LOW: 92.82 CLOSE: 93.07 -3.51

Morgan Stanley Multinational Company Index-(NFT)

NFT CALL VOLUME: 0 NFT CALL OPEN INTEREST: 0
NFT PUT VOLUME: 0 NFT PUT OPEN INTEREST: 0
NFT TOTAL VOLUME: 0 NFT TOTAL OPEN INTEREST: 0
NFT LEVELS HIGH: 696.19 LOW: 670.75 CLOSE: 677.62 -18.57

Goldman Sachs Composite Index-(GTC)

GTC CALL VOLUME: 100 GTC CALL OPEN INTEREST: 3
GTC PUT VOLUME: 100 GTC PUT OPEN INTEREST: 9
GTC TOTAL VOLUME: 200 GTC TOTAL OPEN INTEREST: 12
GTC LEVELS HIGH: 228.86 LOW: 217.05 CLOSE: 222.12 -4.73

Goldman Sachs Hardware Index-(GHA)

GHA CALL VOLUME: 0 GHA CALL OPEN INTEREST: 280
GHA PUT VOLUME: 0 GHA PUT OPEN INTEREST: 50
GHA TOTAL VOLUME: 0 GHA TOTAL OPEN INTEREST: 330
GHA LEVELS HIGH: 323.88 LOW: 302.77 CLOSE: 311.69 -3.57

Goldman Sachs Internet Index-(GIN)

GIN CALL VOLUME: 0 GIN CALL OPEN INTEREST: 628
GIN PUT VOLUME: 12 GIN PUT OPEN INTEREST: 767
GIN TOTAL VOLUME: 12 GIN TOTAL OPEN INTEREST: 1395
GIN LEVELS HIGH: 136.64 LOW: 128.50 CLOSE: 130.88 -4.56

Goldman Sachs Multimedia Networking Index-(GIP)

GIP CALL VOLUME: 0 GIP CALL OPEN INTEREST: 511
GIP PUT VOLUME: 52 GIP PUT OPEN INTEREST: 399
GIP TOTAL VOLUME: 52 GIP TOTAL OPEN INTEREST: 910
GIP LEVELS HIGH: 214.89 LOW: 202.53 CLOSE: 207.20 -6.98

Goldman Sachs Semiconductor Index-(GSM)

GSM CALL VOLUME: 0 GSM CALL OPEN INTEREST: 81
GSM PUT VOLUME: 0 GSM PUT OPEN INTEREST: 169
GSM TOTAL VOLUME: 0 GSM TOTAL OPEN INTEREST: 250
GSM LEVELS HIGH: 293.06 LOW: 276.05 CLOSE: 284.73 -4.42

Goldman Sachs Services Index-(GSV)

GSV CALL VOLUME: 0 GSV CALL OPEN INTEREST: 0
GSV PUT VOLUME: 0 GSV PUT OPEN INTEREST: 0
GSV TOTAL VOLUME: 0 GSV TOTAL OPEN INTEREST: 0
GSV LEVELS HIGH: 151.65 LOW: 146.87 CLOSE: 148.20 -3.45

Goldman Sachs Software Index-(GSO)

GSO CALL VOLUME: 27 GSO CALL OPEN INTEREST: 540
GSO PUT VOLUME: 25 GSO PUT OPEN INTEREST: 242
GSO TOTAL VOLUME: 52 GSO TOTAL OPEN INTEREST: 782
GSO LEVELS HIGH: 202.66 LOW: 191.07 CLOSE: 194.79 -5.70

New York Stock Exchange Composite Index-(NYA)

NYA CALL VOLUME: 6 NYA CALL OPEN INTEREST: 14
NYA PUT VOLUME: 3 NYA PUT OPEN INTEREST: 51
NYA TOTAL VOLUME: 9 NYA TOTAL OPEN INTEREST: 65
NYA LEVELS HIGH: 609.34 LOW: 590.02 CLOSE: 593.76 -15.58

Russell 2000 Index-(RUT)

RUT CALL VOLUME: 573 RUT CALL OPEN INTEREST: 7854
RUT PUT VOLUME: 3046 RUT PUT OPEN INTEREST: 17892
RUT TOTAL VOLUME: 3619 RUT TOTAL OPEN INTEREST: 25746
RUT LEVELS HIGH: 462.26 LOW: 451.26 CLOSE: 453.69 -8.57

S&P Banks Index-(BIX)

BIX CALL VOLUME: 36 BIX CALL OPEN INTEREST: 104
BIX PUT VOLUME: 68 BIX PUT OPEN INTEREST: 54
BIX TOTAL VOLUME: 104 BIX TOTAL OPEN INTEREST: 158
BIX LEVELS HIGH: 630.32 LOW: 593.41 CLOSE: 603.32 -27.00

CBOE Gold Index-(GOX)

GOX CALL VOLUME: 0 GOX CALL OPEN INTEREST: 276
GOX PUT VOLUME: 0 GOX PUT OPEN INTEREST: 91
GOX TOTAL VOLUME: 0 GOX TOTAL OPEN INTEREST: 367
GOX LEVELS HIGH: 36.84 LOW: 35.67 CLOSE: 35.85 -0.99

CBOE Internet Index-(INX)

INX CALL VOLUME: 510 INX CALL OPEN INTEREST: 818
INX PUT VOLUME: 90 INX PUT OPEN INTEREST: 262
INX TOTAL VOLUME: 600 INX TOTAL OPEN INTEREST: 1080
INX LEVELS HIGH: 164.07 LOW: 153.94 CLOSE: 155.94 -8.13

CBOE Internet Index LEAPS

INX LEAPS CALL VOLUME: 0 INX LEAPS CALL OPEN INTEREST: 4501
INX LEAPS PUT VOLUME: 0 INX LEAPS PUT OPEN INTEREST: 4500
INX LEAPS TOTAL VOLUME: 0 INX LEAPS TOTAL OPEN INTEREST: 9001
INX LEAPS LEVELS HIGH: 16.41 LOW: 15.39 CLOSE: 15.59 -0.82

Short Term Interest Rate Index-(IRX)

IRX CALL VOLUME: 0 IRX CALL OPEN INTEREST: 0
IRX PUT VOLUME: 1 IRX PUT OPEN INTEREST: 32
IRX TOTAL VOLUME: 1 IRX TOTAL OPEN INTEREST: 32
IRX LEVELS HIGH: 44.60 LOW: 44.00 CLOSE: 44.20 -0.90

5 Year Treasury Yield Option-(FVX)

FVX CALL VOLUME: 0 FVX CALL OPEN INTEREST: 0
FVX PUT VOLUME: 0 FVX PUT OPEN INTEREST: 349
FVX TOTAL VOLUME: 0 FVX TOTAL OPEN INTEREST: 349
FVX LEVELS HIGH: 46.28 LOW: 45.47 CLOSE: 45.84 -1.03

10 Year Treasury Yield Option-(TNX)

TNX CALL VOLUME: 5 TNX CALL OPEN INTEREST: 389
TNX PUT VOLUME: 50 TNX PUT OPEN INTEREST: 1294
TNX TOTAL VOLUME: 55 TNX TOTAL OPEN INTEREST: 1683
TNX LEVELS HIGH: 48.75 LOW: 48.16 CLOSE: 48.51 -0.80

30 Year Treasury Yield Option-(TYX)

TYX CALL VOLUME: 66 TYX CALL OPEN INTEREST: 2035
TYX PUT VOLUME: 144 TYX PUT OPEN INTEREST: 3547
TYX TOTAL VOLUME: 210 TYX TOTAL OPEN INTEREST: 5582
TYX LEVELS HIGH: 52.99 LOW: 52.40 CLOSE: 52.83 -0.52

CBOE Mexico Index-(MEX)

MEX CALL VOLUME: 0 MEX CALL OPEN INTEREST: 270
MEX PUT VOLUME: 0 MEX PUT OPEN INTEREST: 172
MEX TOTAL VOLUME: 0 MEX TOTAL OPEN INTEREST: 442
MEX LEVELS HIGH: 88.27 LOW: 86.43 CLOSE: 86.65 -1.53

S&P Retail Index-(RLX)

RLX CALL VOLUME: 60 RLX CALL OPEN INTEREST: 125
RLX PUT VOLUME: 70 RLX PUT OPEN INTEREST: 124
RLX TOTAL VOLUME: 130 RLX TOTAL OPEN INTEREST: 249
RLX LEVELS HIGH: 846.53 LOW: 816.31 CLOSE: 828.04 -18.49

S&P Small Cap 600 Index-(SML)

SML CALL VOLUME: 0 SML CALL OPEN INTEREST: 409
SML PUT VOLUME: 11 SML PUT OPEN INTEREST: 29
SML TOTAL VOLUME: 11 SML TOTAL OPEN INTEREST: 438
SML LEVELS HIGH: 210.91 LOW: 205.87 CLOSE: 207.47 -3.46

S&P 500 BARRA Growth Index-(SGX)

SGX CALL VOLUME: 0 SGX CALL OPEN INTEREST: 0
SGX PUT VOLUME: 0 SGX PUT OPEN INTEREST: 0
SGX TOTAL VOLUME: 0 SGX TOTAL OPEN INTEREST: 0
SGX LEVELS HIGH: 586.69 LOW: 565.36 CLOSE: 572.40 -14.29

S&P 500 BARRA Value Index-(SVX)

SVX CALL VOLUME: 0 SVX CALL OPEN INTEREST: 0
SVX PUT VOLUME: 0 SVX PUT OPEN INTEREST: 0
SVX TOTAL VOLUME: 0 SVX TOTAL OPEN INTEREST: 0
SVX LEVELS HIGH: 609.85 LOW: 588.72 CLOSE: 593.31 -16.54

CBOE Technology Index-(TXX)

TXX CALL VOLUME: 12 TXX CALL OPEN INTEREST: 696
TXX PUT VOLUME: 110 TXX PUT OPEN INTEREST: 1127
TXX TOTAL VOLUME: 122 TXX TOTAL OPEN INTEREST: 1823
TXX LEVELS HIGH: 612.54 LOW: 579.75 CLOSE: 593.86 -9.75

S&P Transportation Index-(TRX)

TRX CALL VOLUME: 0 TRX CALL OPEN INTEREST: 0
TRX PUT VOLUME: 0 TRX PUT OPEN INTEREST: 0
TRX TOTAL VOLUME: 0 TRX TOTAL OPEN INTEREST: 0
TRX LEVELS HIGH: 675.14 LOW: 648.66 CLOSE: 658.93 -16.21

S&P Insurance Index-(IUX)

IUX CALL VOLUME: 0 IUX CALL OPEN INTEREST: 0
IUX PUT VOLUME: 0 IUX PUT OPEN INTEREST: 0
IUX TOTAL VOLUME: 0 IUX TOTAL OPEN INTEREST: 0
IUX LEVELS HIGH: 715.65 LOW: 681.14 CLOSE: 690.03 -25.62

S&P Chemical Index-(CEX)

CEX CALL VOLUME: 0 CEX CALL OPEN INTEREST: 100
CEX PUT VOLUME: 150 CEX PUT OPEN INTEREST: 256
CEX TOTAL VOLUME: 150 CEX TOTAL OPEN INTEREST: 356
CEX LEVELS HIGH: 418.88 LOW: 404.98 CLOSE: 406.66 -12.22

S&P Health Care Index-(HCX)

HCX CALL VOLUME: 0 HCX CALL OPEN INTEREST: 12
HCX PUT VOLUME: 0 HCX PUT OPEN INTEREST: 8
HCX TOTAL VOLUME: 0 HCX TOTAL OPEN INTEREST: 20
HCX LEVELS HIGH: 802.48 LOW: 776.98 CLOSE: 785.69 -16.79

CBOE OIL Index-(OIX)

OIX CALL VOLUME: 5 OIX CALL OPEN INTEREST: 60
OIX PUT VOLUME: 0 OIX PUT OPEN INTEREST: 135
OIX TOTAL VOLUME: 5 OIX TOTAL OPEN INTEREST: 195
OIX LEVELS HIGH: 316.10 LOW: 311.74 CLOSE: 313.79 -2.24



To: Poet who wrote (10082)3/15/2001 11:16:26 AM
From: bonnuss_in_austin  Read Replies (1) | Respond to of 10876
 
P: Yes. These people make much sense to me.

In the meantime, tell much you're making (or have made) on those DOW calls!!!! Hurray! Good for you and your nerves!!!

I'm ITCHING to buy puts on the QQQ and on the indivuals CIEN, RIMM (not quite yet, though -- right, Mish?) ... JNPR (Mish, has JNPR warned? -- PS thanks for posting the list of the "highly overvalued that haven't yet warned").

Is it too early?

Great day to all ... anybody witnessing the (final, IMO) decimation of the RMBS illusion this morning?

I feel terribly bad for those I personally know who have experienced losses with this stock.

Wish I'd bot puts on it first thing this a.m. Better yet, LEAP puts last year this time ... LOL.

I'm taking at least a one day 'vacation' from the stress ... all cash, may dump the GE for 'total market serenity' ... might actually get a night's sleep without nightmares; can anyone relate?

Best,
bia



To: Poet who wrote (10082)3/15/2001 1:37:49 PM
From: bobkansas  Read Replies (1) | Respond to of 10876
 
Very interesting post POET.
Do you or anyone else reading the thread have any thoughts as to the impact of the fibonacci levels involved? My basic and perhaps dangerous understanding is that 61.8 percent retracement would be the likely base i.e. 1994 point level of NAZ. But my t.a. and gut feel tells me that anywhere between where we are now and 1140 IS Certainly POSSIBLE over the next several months.

I have finally started buying puts on rallies and will continue to do so until the trend down is proven otherwise.

In bull markets we were conditioned to buy the dips...in bear markets we will become conditioned to sell the rallies...and then the overall trend will change again, trapping those who cannot learn flexibility in the market.

Best regards, Bob Martin