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


To: hobo who wrote (10158)3/28/2001 7:40:17 PM
From: Poet  Read Replies (1) | Respond to of 10876
 
Gentlemen, please! Since there are only three of us here at this point in time, and each of us are good traders, let's not play "Survivor" and try to push each other off the island.

Here's some raw data to feed the animal trader in you, tosc:

CBOE Market Summary for 03/28/2001:

Put/Call Ratio: .86

VXN OPENING VALUE: 69.46
VXN HIGH VALUE : 69.46
VXN LOW VALUE : 67.77
VXN CLOSING VALUE: 68.37

VIX OPENING VALUE: 32.99
VIX HIGH VALUE : 33.95
VIX LOW VALUE : 32.30
VIX CLOSING VALUE: 33.22

EQUITY OPTION

TOTAL EQUITY CALL VOLUME : 586,038
TOTAL EQUITY PUT VOLUME : 427,916
TOTAL VOLUME : 1,013,954

INDEX OPTION

TOTAL INDEX CALL VOLUME : 52,248
TOTAL INDEX PUT VOLUME : 122,174
TOTAL VOLUME : 174,422

Sum of All Products

TOTAL CALL VOLUME: 638441 TOTAL CALL OPEN INTEREST:42731914
TOTAL PUT VOLUME: 550280 TOTAL PUT OPEN INTEREST:24350188
TOTAL VOLUME: 1188721 TOTAL OPEN INTEREST:67082102

Equity LEAPS Summary

TOTAL CALL VOLUME: 26552 TOTAL CALL OPEN INTEREST: 4809913
TOTAL PUT VOLUME: 21876 TOTAL PUT OPEN INTEREST: 2261827
TOTAL VOLUME: 48428 TOTAL OPEN INTEREST: 7071740


S&P 100 Index-(OEX)

OEX CALL VOLUME: 10219 OEX CALL OPEN INTEREST: 97194
OEX PUT VOLUME: 23661 OEX PUT OPEN INTEREST: 89241
OEX TOTAL VOLUME: 33880 OEX TOTAL OPEN INTEREST: 186435
OEX LEVELS HIGH: 605.58 LOW: 584.91 CLOSE: 588.31 -17.27

S&P 100 Index LEAPS

OEX LEAPS CALL VOLUME: 0 OEX LEAPS CALL OPEN INTEREST: 1390
OEX LEAPS PUT VOLUME: 100 OEX LEAPS PUT OPEN INTEREST: 4212
OEX LEAPS TOTAL VOLUME: 100 OEX LEAPS TOTAL OPEN INTEREST: 5602
OEX LEAPS LEVELS HIGH: 121.12 LOW: 116.97 CLOSE: 117.66 -3.46

S&P 100 Index Fund Options-(OEF)

OEF CALL VOLUME: 25 OEF CALL OPEN INTEREST: 447
OEF PUT VOLUME: 0 OEF PUT OPEN INTEREST: 312
OEF TOTAL VOLUME: 25 OEF TOTAL OPEN INTEREST: 759
OEF LEVELS HIGH: 59.23 LOW: 58.59 CLOSE: 58.66 -1.63

S&P 500 Index-(SPX)

SPX CALL VOLUME: 14547 SPX CALL OPEN INTEREST: 723187
SPX PUT VOLUME: 44959 SPX PUT OPEN INTEREST: 750828
SPX TOTAL VOLUME: 59506 SPX TOTAL OPEN INTEREST: 1474015
SPX LEVELS HIGH: 1182.17 LOW: 1148.12 CLOSE: 1153.29 -28.88

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

SPX LEAPS CALL VOLUME: 7873 SPX LEAPS CALL OPEN INTEREST: 413851
SPX LEAPS PUT VOLUME: 1194 SPX LEAPS PUT OPEN INTEREST: 544285
SPX LEAPS TOTAL VOLUME: 9067 SPX LEAPS TOTAL OPEN INTEREST: 958136
SPX LEAPS LEVELS HIGH: 118.22 LOW: 114.78 CLOSE: 115.33 -2.89

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

QQQ CALL VOLUME: 20331 QQQ CALL OPEN INTEREST: 1646930
QQQ PUT VOLUME: 21424 QQQ PUT OPEN INTEREST: 762857
QQQ TOTAL VOLUME: 41755 QQQ TOTAL OPEN INTEREST: 2409787
QQQ LEVELS HIGH: 42.10 LOW: 39.68 CLOSE: 39.70 -3.55

Options on the Nasdaq 100 Index Tracking Stock LEAPS

QQQ LEAPS CALL VOLUME: 4146 QQQ LEAPS CALL OPEN INTEREST: 285802
QQQ LEAPS PUT VOLUME: 38 QQQ LEAPS PUT OPEN INTEREST: 124353
QQQ LEAPS TOTAL VOLUME: 4184 QQQ LEAPS TOTAL OPEN INTEREST: 410155
QQQ LEAPS LEVELS HIGH: 42.10 LOW: 39.68 CLOSE: 39.70 -3.55

CBOE Mini-NDX Index-(MNX)

MNX CALL VOLUME: 7702 MNX CALL OPEN INTEREST: 227733
MNX PUT VOLUME: 3652 MNX PUT OPEN INTEREST: 214366
MNX TOTAL VOLUME: 11354 MNX TOTAL OPEN INTEREST: 442099
MNX LEVELS HIGH: 173.56 LOW: 160.04 CLOSE: 160.22 -13.34

CBOE Mini-NDX LEAPS

MNX LEAPS CALL VOLUME: 0 MNX LEAPS CALL OPEN INTEREST: 36493
MNX LEAPS PUT VOLUME: 0 MNX LEAPS PUT OPEN INTEREST: 9124
MNX LEAPS TOTAL VOLUME: 0 MNX LEAPS TOTAL OPEN INTEREST: 45617
MNX LEAPS LEVELS HIGH: 173.56 LOW: 160.04 CLOSE: 160.22 -13.34

Nasdaq 100 Index-(NDX)

NDX CALL VOLUME: 2185 NDX CALL OPEN INTEREST: 44392
NDX PUT VOLUME: 2789 NDX PUT OPEN INTEREST: 37574
NDX TOTAL VOLUME: 4974 NDX TOTAL OPEN INTEREST: 81966
NDX LEVELS HIGH: 1687.92 LOW: 1600.37 CLOSE: 1602.22 -133.41

Dow Jones Industrial Average Index-(DJX]

DJX CALL VOLUME: 5626 DJX CALL OPEN INTEREST: 146076
DJX PUT VOLUME: 43793 DJX PUT OPEN INTEREST: 387611
DJX TOTAL VOLUME: 49419 DJX TOTAL OPEN INTEREST: 533687
DJX LEVELS HIGH: 99.41 LOW: 96.96 CLOSE: 97.85 -1.63

Dow Jones Industrial Ave LEAPS

DJX LEAPS CALL VOLUME: 6 DJX LEAPS CALL OPEN INTEREST: 9810
DJX LEAPS PUT VOLUME: 33 DJX LEAPS PUT OPEN INTEREST: 17747
DJX LEAPS TOTAL VOLUME: 39 DJX LEAPS TOTAL OPEN INTEREST: 27557
DJX LEAPS LEVELS HIGH: 99.41 LOW: 96.96 CLOSE: 97.85 -1.63

Dow Jones Trans Ave Index-(DTX)

DTX CALL VOLUME: 0 DTX CALL OPEN INTEREST: 273
DTX PUT VOLUME: 10 DTX PUT OPEN INTEREST: 247
DTX TOTAL VOLUME: 10 DTX TOTAL OPEN INTEREST: 520
DTX LEVELS HIGH: 280.56 LOW: 274.70 CLOSE: 276.51 -3.74

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: 4
DTX LEAPS TOTAL VOLUME: 0 DTX LEAPS TOTAL OPEN INTEREST: 14
DTX LEAPS LEVELS HIGH: 28.06 LOW: 27.47 CLOSE: 27.65 -0.37

Dow Jones Utilities Average Index-(DUX)

DUX CALL VOLUME: 2 DUX CALL OPEN INTEREST: 0
DUX PUT VOLUME: 0 DUX PUT OPEN INTEREST: 1
DUX TOTAL VOLUME: 2 DUX TOTAL OPEN INTEREST: 1
DUX LEVELS HIGH: 376.46 LOW: 367.75 CLOSE: 372.84 -2.22

Dow Jones Internet Commerce Index-(ECM)

ECM CALL VOLUME: 0 ECM CALL OPEN INTEREST: 172
ECM PUT VOLUME: 0 ECM PUT OPEN INTEREST: 82
ECM TOTAL VOLUME: 0 ECM TOTAL OPEN INTEREST: 254
ECM LEVELS HIGH: 45.61 LOW: 42.25 CLOSE: 42.33 -3.28

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: 4.56 LOW: 4.22 CLOSE: 4.23 -0.33

Options on The Dow 10-(MUT)

MUT CALL VOLUME: 0 MUT CALL OPEN INTEREST: 150
MUT PUT VOLUME: 0 MUT PUT OPEN INTEREST: 148
MUT TOTAL VOLUME: 0 MUT TOTAL OPEN INTEREST: 298
MUT LEVELS HIGH: 91.95 LOW: 89.26 CLOSE: 90.48 -1.47

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: 91.95 LOW: 89.26 CLOSE: 90.48 -1.47

Goldman Sachs Composite Index-(GTC)

GTC CALL VOLUME: 0 GTC CALL OPEN INTEREST: 100
GTC PUT VOLUME: 0 GTC PUT OPEN INTEREST: 250
GTC TOTAL VOLUME: 0 GTC TOTAL OPEN INTEREST: 350
GTC LEVELS HIGH: 227.55 LOW: 209.38 CLOSE: 209.59 -17.96

Goldman Sachs Hardware Index-(GHA)

GHA CALL VOLUME: 0 GHA CALL OPEN INTEREST: 47
GHA PUT VOLUME: 0 GHA PUT OPEN INTEREST: 2
GHA TOTAL VOLUME: 0 GHA TOTAL OPEN INTEREST: 49
GHA LEVELS HIGH: 317.31 LOW: 297.65 CLOSE: 298.72 -18.63

Goldman Sachs Internet Index-(GIN)

GIN CALL VOLUME: 5 GIN CALL OPEN INTEREST: 307
GIN PUT VOLUME: 5 GIN PUT OPEN INTEREST: 381
GIN TOTAL VOLUME: 10 GIN TOTAL OPEN INTEREST: 688
GIN LEVELS HIGH: 125.78 LOW: 109.40 CLOSE: 109.84 -15.94

Goldman Sachs Multimedia Networking Index-(GIP)

GIP CALL VOLUME: 120 GIP CALL OPEN INTEREST: 658
GIP PUT VOLUME: 7 GIP PUT OPEN INTEREST: 496
GIP TOTAL VOLUME: 127 GIP TOTAL OPEN INTEREST: 1154
GIP LEVELS HIGH: 210.86 LOW: 183.43 CLOSE: 185.00 -25.86

Goldman Sachs Semiconductor Index-(GSM)

GSM CALL VOLUME: 0 GSM CALL OPEN INTEREST: 67
GSM PUT VOLUME: 0 GSM PUT OPEN INTEREST: 150
GSM TOTAL VOLUME: 0 GSM TOTAL OPEN INTEREST: 217
GSM LEVELS HIGH: 296.67 LOW: 273.88 CLOSE: 274.00 -22.67

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: 145.23 LOW: 143.11 CLOSE: 143.39 -1.84

Goldman Sachs Software Index-(GSO)

GSO CALL VOLUME: 2 GSO CALL OPEN INTEREST: 734
GSO PUT VOLUME: 0 GSO PUT OPEN INTEREST: 305
GSO TOTAL VOLUME: 2 GSO TOTAL OPEN INTEREST: 1039
GSO LEVELS HIGH: 195.60 LOW: 177.38 CLOSE: 177.75 -17.85

New York Stock Exchange Composite Index-(NYA)

NYA CALL VOLUME: 0 NYA CALL OPEN INTEREST: 45
NYA PUT VOLUME: 3 NYA PUT OPEN INTEREST: 46
NYA TOTAL VOLUME: 3 NYA TOTAL OPEN INTEREST: 91
NYA LEVELS HIGH: 599.69 LOW: 586.90 CLOSE: 590.06 -9.63

Russell 2000 Index-(RUT)

RUT CALL VOLUME: 319 RUT CALL OPEN INTEREST: 2769
RUT PUT VOLUME: 905 RUT PUT OPEN INTEREST: 8926
RUT TOTAL VOLUME: 1224 RUT TOTAL OPEN INTEREST: 11695
RUT LEVELS HIGH: 452.88 LOW: 442.20 CLOSE: 442.20 -10.68

S&P Banks Index-(BIX)

BIX CALL VOLUME: 11 BIX CALL OPEN INTEREST: 51
BIX PUT VOLUME: 0 BIX PUT OPEN INTEREST: 12
BIX TOTAL VOLUME: 11 BIX TOTAL OPEN INTEREST: 63
BIX LEVELS HIGH: 628.82 LOW: 616.28 CLOSE: 628.03 -0.79

CBOE Gold Index-(GOX)

GOX CALL VOLUME: 10 GOX CALL OPEN INTEREST: 153
GOX PUT VOLUME: 0 GOX PUT OPEN INTEREST: 102
GOX TOTAL VOLUME: 10 GOX TOTAL OPEN INTEREST: 255
GOX LEVELS HIGH: 32.81 LOW: 31.62 CLOSE: 32.14 -0.67

CBOE Internet Index-(INX)

INX CALL VOLUME: 0 INX CALL OPEN INTEREST: 1027
INX PUT VOLUME: 0 INX PUT OPEN INTEREST: 284
INX TOTAL VOLUME: 0 INX TOTAL OPEN INTEREST: 1311
INX LEVELS HIGH: 166.31 LOW: 150.90 CLOSE: 151.67 -14.64

CBOE Internet Index LEAPS

INX LEAPS CALL VOLUME: 0 INX LEAPS CALL OPEN INTEREST: 4511
INX LEAPS PUT VOLUME: 0 INX LEAPS PUT OPEN INTEREST: 4510
INX LEAPS TOTAL VOLUME: 0 INX LEAPS TOTAL OPEN INTEREST: 9021
INX LEAPS LEVELS HIGH: 16.63 LOW: 15.09 CLOSE: 15.17 -1.46

Short Term Interest Rate Index-(IRX)

IRX CALL VOLUME: 0 IRX CALL OPEN INTEREST: 0
IRX PUT VOLUME: 0 IRX PUT OPEN INTEREST: 11
IRX TOTAL VOLUME: 0 IRX TOTAL OPEN INTEREST: 11
IRX LEVELS HIGH: 42.30 LOW: 42.00 CLOSE: 42.30 -0.10

5 Year Treasury Yield Option-(FVX)

FVX CALL VOLUME: 0 FVX CALL OPEN INTEREST: 0
FVX PUT VOLUME: 10 FVX PUT OPEN INTEREST: 614
FVX TOTAL VOLUME: 10 FVX TOTAL OPEN INTEREST: 614
FVX LEVELS HIGH: 46.57 LOW: 46.27 CLOSE: 46.35 -0.30

10 Year Treasury Yield Option-(TNX)

TNX CALL VOLUME: 0 TNX CALL OPEN INTEREST: 284
TNX PUT VOLUME: 20 TNX PUT OPEN INTEREST: 1322
TNX TOTAL VOLUME: 20 TNX TOTAL OPEN INTEREST: 1606
TNX LEVELS HIGH: 49.87 LOW: 49.51 CLOSE: 49.71 -0.12

30 Year Treasury Yield Option-(TYX)

TYX CALL VOLUME: 155 TYX CALL OPEN INTEREST: 1506
TYX PUT VOLUME: 160 TYX PUT OPEN INTEREST: 2784
TYX TOTAL VOLUME: 315 TYX TOTAL OPEN INTEREST: 4290
TYX LEVELS HIGH: 54.84 LOW: 54.28 CLOSE: 54.64 +0.19

CBOE Mexico Index-(MEX)

MEX CALL VOLUME: 0 MEX CALL OPEN INTEREST: 78
MEX PUT VOLUME: 0 MEX PUT OPEN INTEREST: 65
MEX TOTAL VOLUME: 0 MEX TOTAL OPEN INTEREST: 143
MEX LEVELS HIGH: 83.71 LOW: 82.16 CLOSE: 82.45 -1.26

S&P Retail Index-(RLX)

RLX CALL VOLUME: 0 RLX CALL OPEN INTEREST: 422
RLX PUT VOLUME: 6 RLX PUT OPEN INTEREST: 503
RLX TOTAL VOLUME: 6 RLX TOTAL OPEN INTEREST: 925
RLX LEVELS HIGH: 848.32 LOW: 823.25 CLOSE: 841.10 -7.13

S&P Small Cap 600 Index-(SML)

SML CALL VOLUME: 0 SML CALL OPEN INTEREST: 48
SML PUT VOLUME: 0 SML PUT OPEN INTEREST: 311
SML TOTAL VOLUME: 0 SML TOTAL OPEN INTEREST: 359
SML LEVELS HIGH: 206.76 LOW: 201.69 CLOSE: 201.69 -5.07

CBOE Technology Index-(TXX)

TXX CALL VOLUME: 40 TXX CALL OPEN INTEREST: 551
TXX PUT VOLUME: 65 TXX PUT OPEN INTEREST: 958
TXX TOTAL VOLUME: 105 TXX TOTAL OPEN INTEREST: 1509
TXX LEVELS HIGH: 608.80 LOW: 560.94 CLOSE: 562.17 -46.65

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: 699.13 LOW: 689.47 CLOSE: 693.60 -5.50

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: 704.07 LOW: 695.10 CLOSE: 703.56 -0.24

S&P Chemical Index-(CEX)

CEX CALL VOLUME: 0 CEX CALL OPEN INTEREST: 100
CEX PUT VOLUME: 0 CEX PUT OPEN INTEREST: 250
CEX TOTAL VOLUME: 0 CEX TOTAL OPEN INTEREST: 350
CEX LEVELS HIGH: 399.72 LOW: 386.99 CLOSE: 395.68 -4.04

S&P Health Care Index-(HCX)

HCX CALL VOLUME: 0 HCX CALL OPEN INTEREST: 10
HCX PUT VOLUME: 0 HCX PUT OPEN INTEREST: 3
HCX TOTAL VOLUME: 0 HCX TOTAL OPEN INTEREST: 13
HCX LEVELS HIGH: 788.46 LOW: 771.59 CLOSE: 786.89 +8.15

CBOE OIL Index-(OIX)

OIX CALL VOLUME: 0 OIX CALL OPEN INTEREST: 7
OIX PUT VOLUME: 0 OIX PUT OPEN INTEREST: 15
OIX TOTAL VOLUME: 0 OIX TOTAL OPEN INTEREST: 22
OIX LEVELS HIGH: 309.31 LOW: 303.60 CLOSE: 304.88 -4.43