To: hobo who wrote (10558 ) 4/22/2001 10:05:08 AM From: Poet Read Replies (1) | Respond to of 10876 Hi tosc, Isaw that wonderful exchange between you and Jay on the CFZ yesterday. Thanks for providing the link. His answer was chock-full of interesting opinion and information. Friday's CBOE data (notice the large decrease in the P-C ratio): CBOE Market Summary for 04/20/2001: Put/Call Ratio: .48 VXN OPENING VALUE: 73.64 VXN HIGH VALUE : 76.11 VXN LOW VALUE : 73.21 VXN CLOSING VALUE: 74.34 VIX OPENING VALUE: 28.58 VIX HIGH VALUE : 29.51 VIX LOW VALUE : 28.06 VIX CLOSING VALUE: 29.01 EQUITY OPTION TOTAL EQUITY CALL VOLUME : 1,363,081 TOTAL EQUITY PUT VOLUME : 541,476 TOTAL VOLUME : 1,904,557 INDEX OPTION TOTAL INDEX CALL VOLUME : 229,245 TOTAL INDEX PUT VOLUME : 199,033 TOTAL VOLUME : 428,278 Sum of All Products TOTAL CALL VOLUME: 1739665 TOTAL CALL OPEN INTEREST:53369783 TOTAL PUT VOLUME: 833814 TOTAL PUT OPEN INTEREST:31490799 TOTAL VOLUME: 2573479 TOTAL OPEN INTEREST:84860582 Equity LEAPS Summary - (Unavailable for this day) TOTAL CALL VOLUME: 0 TOTAL CALL OPEN INTEREST: 0 TOTAL PUT VOLUME: 0 TOTAL PUT OPEN INTEREST: 0 TOTAL VOLUME: 0 TOTAL OPEN INTEREST: 0 S&P 100 Index-(OEX) OEX CALL VOLUME: 65793 OEX CALL OPEN INTEREST: 150184 OEX PUT VOLUME: 50530 OEX PUT OPEN INTEREST: 182668 OEX TOTAL VOLUME: 116323 OEX TOTAL OPEN INTEREST: 332852 OEX LEVELS HIGH: 649.69 LOW: 638.85 CLOSE: 643.66 -5.36 S&P 100 Index LEAPS OEX LEAPS CALL VOLUME: 0 OEX LEAPS CALL OPEN INTEREST: 1650 OEX LEAPS PUT VOLUME: 13 OEX LEAPS PUT OPEN INTEREST: 4379 OEX LEAPS TOTAL VOLUME: 13 OEX LEAPS TOTAL OPEN INTEREST: 6029 OEX LEAPS LEVELS HIGH: 129.94 LOW: 127.77 CLOSE: 128.73 -1.07 S&P 100 Index Fund Options-(OEF) OEF CALL VOLUME: 54 OEF CALL OPEN INTEREST: 549 OEF PUT VOLUME: 100 OEF PUT OPEN INTEREST: 382 OEF TOTAL VOLUME: 154 OEF TOTAL OPEN INTEREST: 931 OEF LEVELS HIGH: 64.55 LOW: 64.04 CLOSE: 64.46 -0.52 S&P 500 Index-(SPX) SPX CALL VOLUME: 46631 SPX CALL OPEN INTEREST: 905525 SPX PUT VOLUME: 66612 SPX PUT OPEN INTEREST: 955048 SPX TOTAL VOLUME: 113243 SPX TOTAL OPEN INTEREST: 1860573 SPX LEVELS HIGH: 1253.70 LOW: 1234.41 CLOSE: 1242.98 -10.71 S&P 500 Index LEAPS-(LSZ,LSW,LSY) SPX LEAPS CALL VOLUME: 3283 SPX LEAPS CALL OPEN INTEREST: 426871 SPX LEAPS PUT VOLUME: 1546 SPX LEAPS PUT OPEN INTEREST: 560653 SPX LEAPS TOTAL VOLUME: 4829 SPX LEAPS TOTAL OPEN INTEREST: 987524 SPX LEAPS LEVELS HIGH: 125.37 LOW: 123.44 CLOSE: 124.30 -1.07 Options on the Nasdaq 100 Index Tracking Stock-(QQQ) QQQ CALL VOLUME: 120877 QQQ CALL OPEN INTEREST: 2378199 QQQ PUT VOLUME: 62906 QQQ PUT OPEN INTEREST: 1329745 QQQ TOTAL VOLUME: 183783 QQQ TOTAL OPEN INTEREST: 3707944 QQQ LEVELS HIGH: 49.40 LOW: 47.40 CLOSE: 48.40 +0.10 Options on the Nasdaq 100 Index Tracking Stock LEAPS QQQ LEAPS CALL VOLUME: 1067 QQQ LEAPS CALL OPEN INTEREST: 382902 QQQ LEAPS PUT VOLUME: 588 QQQ LEAPS PUT OPEN INTEREST: 143107 QQQ LEAPS TOTAL VOLUME: 1655 QQQ LEAPS TOTAL OPEN INTEREST: 526009 QQQ LEAPS LEVELS HIGH: 49.40 LOW: 47.40 CLOSE: 48.40 +0.10 CBOE Mini-NDX Index-(MNX) MNX CALL VOLUME: 20511 MNX CALL OPEN INTEREST: 306831 MNX PUT VOLUME: 21085 MNX PUT OPEN INTEREST: 336702 MNX TOTAL VOLUME: 41596 MNX TOTAL OPEN INTEREST: 643533 MNX LEVELS HIGH: 198.19 LOW: 190.14 CLOSE: 193.35 -1.96 CBOE Mini-NDX LEAPS MNX LEAPS CALL VOLUME: 0 MNX LEAPS CALL OPEN INTEREST: 43645 MNX LEAPS PUT VOLUME: 3 MNX LEAPS PUT OPEN INTEREST: 11720 MNX LEAPS TOTAL VOLUME: 3 MNX LEAPS TOTAL OPEN INTEREST: 55365 MNX LEAPS LEVELS HIGH: 198.19 LOW: 190.14 CLOSE: 193.35 -1.96 Nasdaq 100 Index-(NDX) NDX CALL VOLUME: 3223 NDX CALL OPEN INTEREST: 61867 NDX PUT VOLUME: 2116 NDX PUT OPEN INTEREST: 57372 NDX TOTAL VOLUME: 5339 NDX TOTAL OPEN INTEREST: 119239 NDX LEVELS HIGH: 1981.90 LOW: 1901.40 CLOSE: 1933.57 -19.72 Dow Jones Industrial Average Index-(DJX] DJX CALL VOLUME: 54449 DJX CALL OPEN INTEREST: 283262 DJX PUT VOLUME: 62888 DJX PUT OPEN INTEREST: 735987 DJX TOTAL VOLUME: 117337 DJX TOTAL OPEN INTEREST: 1019249 DJX LEVELS HIGH: 107.06 LOW: 105.22 CLOSE: 105.80 -1.14 Dow Jones Industrial Ave LEAPS DJX LEAPS CALL VOLUME: 2 DJX LEAPS CALL OPEN INTEREST: 9995 DJX LEAPS PUT VOLUME: 45 DJX LEAPS PUT OPEN INTEREST: 19032 DJX LEAPS TOTAL VOLUME: 47 DJX LEAPS TOTAL OPEN INTEREST: 29027 DJX LEAPS LEVELS HIGH: 107.06 LOW: 105.22 CLOSE: 105.80 -1.14 Dow Jones Trans Ave Index-(DTX) DTX CALL VOLUME: 25 DTX CALL OPEN INTEREST: 345 DTX PUT VOLUME: 0 DTX PUT OPEN INTEREST: 314 DTX TOTAL VOLUME: 25 DTX TOTAL OPEN INTEREST: 659 DTX LEVELS HIGH: 288.91 LOW: 284.94 CLOSE: 286.13 -2.75 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: 28.89 LOW: 28.49 CLOSE: 28.61 -0.28 Dow Jones Utilities Average Index-(DUX) DUX CALL VOLUME: 1 DUX CALL OPEN INTEREST: 11 DUX PUT VOLUME: 0 DUX PUT OPEN INTEREST: 51 DUX TOTAL VOLUME: 1 DUX TOTAL OPEN INTEREST: 62 DUX LEVELS HIGH: 392.35 LOW: 382.51 CLOSE: 385.58 -2.56 Dow Jones Internet Commerce Index-(ECM) ECM CALL VOLUME: 0 ECM CALL OPEN INTEREST: 197 ECM PUT VOLUME: 12 ECM PUT OPEN INTEREST: 108 ECM TOTAL VOLUME: 12 ECM TOTAL OPEN INTEREST: 305 ECM LEVELS HIGH: 57.55 LOW: 54.83 CLOSE: 54.83 -1.76 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: 5.76 LOW: 5.48 CLOSE: 5.48 -0.18 Options on The Dow 10-(MUT) MUT CALL VOLUME: 0 MUT CALL OPEN INTEREST: 154 MUT PUT VOLUME: 0 MUT PUT OPEN INTEREST: 145 MUT TOTAL VOLUME: 0 MUT TOTAL OPEN INTEREST: 299 MUT LEVELS HIGH: 97.16 LOW: 95.48 CLOSE: 95.99 -1.17 Options on The Dow 10 LEAPS MUT LEAPS CALL VOLUME: 1 MUT LEAPS CALL OPEN INTEREST: 4 MUT LEAPS PUT VOLUME: 0 MUT LEAPS PUT OPEN INTEREST: 0 MUT LEAPS TOTAL VOLUME: 1 MUT LEAPS TOTAL OPEN INTEREST: 4 MUT LEAPS LEVELS HIGH: 97.16 LOW: 95.48 CLOSE: 95.99 -1.17 Goldman Sachs Composite Index-(GTC) GTC CALL VOLUME: 0 GTC CALL OPEN INTEREST: 200 GTC PUT VOLUME: 6 GTC PUT OPEN INTEREST: 365 GTC TOTAL VOLUME: 6 GTC TOTAL OPEN INTEREST: 565 GTC LEVELS HIGH: 260.84 LOW: 251.60 CLOSE: 255.10 -1.77 Goldman Sachs Hardware Index-(GHA) GHA CALL VOLUME: 0 GHA CALL OPEN INTEREST: 127 GHA PUT VOLUME: 20 GHA PUT OPEN INTEREST: 24 GHA TOTAL VOLUME: 20 GHA TOTAL OPEN INTEREST: 151 GHA LEVELS HIGH: 364.83 LOW: 352.99 CLOSE: 359.43 -3.17 Goldman Sachs Internet Index-(GIN) GIN CALL VOLUME: 0 GIN CALL OPEN INTEREST: 642 GIN PUT VOLUME: 4 GIN PUT OPEN INTEREST: 827 GIN TOTAL VOLUME: 4 GIN TOTAL OPEN INTEREST: 1469 GIN LEVELS HIGH: 149.72 LOW: 141.31 CLOSE: 142.64 -4.12 Goldman Sachs Multimedia Networking Index-(GIP) GIP CALL VOLUME: 13 GIP CALL OPEN INTEREST: 1301 GIP PUT VOLUME: 42 GIP PUT OPEN INTEREST: 886 GIP TOTAL VOLUME: 55 GIP TOTAL OPEN INTEREST: 2187 GIP LEVELS HIGH: 229.46 LOW: 216.61 CLOSE: 222.05 +0.09 Goldman Sachs Semiconductor Index-(GSM) GSM CALL VOLUME: 0 GSM CALL OPEN INTEREST: 263 GSM PUT VOLUME: 0 GSM PUT OPEN INTEREST: 258 GSM TOTAL VOLUME: 0 GSM TOTAL OPEN INTEREST: 521 GSM LEVELS HIGH: 333.76 LOW: 318.74 CLOSE: 323.70 -6.37 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: 153.33 LOW: 149.25 CLOSE: 150.38 -2.95 Goldman Sachs Software Index-(GSO) GSO CALL VOLUME: 20 GSO CALL OPEN INTEREST: 1044 GSO PUT VOLUME: 0 GSO PUT OPEN INTEREST: 236 GSO TOTAL VOLUME: 20 GSO TOTAL OPEN INTEREST: 1280 GSO LEVELS HIGH: 241.63 LOW: 230.52 CLOSE: 234.30 -2.13 New York Stock Exchange Composite Index-(NYA) NYA CALL VOLUME: 0 NYA CALL OPEN INTEREST: 46 NYA PUT VOLUME: 2 NYA PUT OPEN INTEREST: 85 NYA TOTAL VOLUME: 2 NYA TOTAL OPEN INTEREST: 131 NYA LEVELS HIGH: 628.83 LOW: 620.04 CLOSE: 623.35 -5.48 Russell 2000 Index-(RUT) RUT CALL VOLUME: 279 RUT CALL OPEN INTEREST: 6892 RUT PUT VOLUME: 37 RUT PUT OPEN INTEREST: 9942 RUT TOTAL VOLUME: 316 RUT TOTAL OPEN INTEREST: 16834 RUT LEVELS HIGH: 472.40 LOW: 462.62 CLOSE: 466.72 -5.68 S&P Banks Index-(BIX) BIX CALL VOLUME: 0 BIX CALL OPEN INTEREST: 127 BIX PUT VOLUME: 15 BIX PUT OPEN INTEREST: 64 BIX TOTAL VOLUME: 15 BIX TOTAL OPEN INTEREST: 191 BIX LEVELS HIGH: 641.52 LOW: 631.95 CLOSE: 635.21 -6.31 CBOE Gold Index-(GOX) GOX CALL VOLUME: 0 GOX CALL OPEN INTEREST: 191 GOX PUT VOLUME: 10 GOX PUT OPEN INTEREST: 202 GOX TOTAL VOLUME: 10 GOX TOTAL OPEN INTEREST: 393 GOX LEVELS HIGH: 35.41 LOW: 34.78 CLOSE: 34.86 -0.55 CBOE Internet Index-(INX) INX CALL VOLUME: 0 INX CALL OPEN INTEREST: 1094 INX PUT VOLUME: 27 INX PUT OPEN INTEREST: 338 INX TOTAL VOLUME: 27 INX TOTAL OPEN INTEREST: 1432 INX LEVELS HIGH: 194.15 LOW: 183.92 CLOSE: 187.33 +2.38 CBOE Internet Index LEAPS INX LEAPS CALL VOLUME: 0 INX LEAPS CALL OPEN INTEREST: 4611 INX LEAPS PUT VOLUME: 0 INX LEAPS PUT OPEN INTEREST: 4610 INX LEAPS TOTAL VOLUME: 0 INX LEAPS TOTAL OPEN INTEREST: 9221 INX LEAPS LEVELS HIGH: 19.41 LOW: 18.39 CLOSE: 18.73 +0.23 Short Term Interest Rate Index-(IRX) IRX CALL VOLUME: 10 IRX CALL OPEN INTEREST: 0 IRX PUT VOLUME: 0 IRX PUT OPEN INTEREST: 10 IRX TOTAL VOLUME: 10 IRX TOTAL OPEN INTEREST: 10 IRX LEVELS HIGH: 37.90 LOW: 36.60 CLOSE: 36.70 -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: 639 FVX TOTAL VOLUME: 0 FVX TOTAL OPEN INTEREST: 639 FVX LEVELS HIGH: 48.23 LOW: 47.55 CLOSE: 47.78 +0.21 10 Year Treasury Yield Option-(TNX) TNX CALL VOLUME: 0 TNX CALL OPEN INTEREST: 419 TNX PUT VOLUME: 0 TNX PUT OPEN INTEREST: 1324 TNX TOTAL VOLUME: 0 TNX TOTAL OPEN INTEREST: 1743 TNX LEVELS HIGH: 53.00 LOW: 52.29 CLOSE: 52.63 +0.30 30 Year Treasury Yield Option-(TYX) TYX CALL VOLUME: 174 TYX CALL OPEN INTEREST: 617 TYX PUT VOLUME: 132 TYX PUT OPEN INTEREST: 2794 TYX TOTAL VOLUME: 306 TYX TOTAL OPEN INTEREST: 3411 TYX LEVELS HIGH: 58.18 LOW: 57.37 CLOSE: 57.77 +0.17 CBOE Mexico Index-(MEX) MEX CALL VOLUME: 20 MEX CALL OPEN INTEREST: 88 MEX PUT VOLUME: 0 MEX PUT OPEN INTEREST: 75 MEX TOTAL VOLUME: 20 MEX TOTAL OPEN INTEREST: 163 MEX LEVELS HIGH: 86.78 LOW: 83.16 CLOSE: 83.27 -3.51 S&P Retail Index-(RLX) RLX CALL VOLUME: 1 RLX CALL OPEN INTEREST: 837 RLX PUT VOLUME: 0 RLX PUT OPEN INTEREST: 914 RLX TOTAL VOLUME: 1 RLX TOTAL OPEN INTEREST: 1751 RLX LEVELS HIGH: 879.67 LOW: 865.02 CLOSE: 871.99 -7.68 S&P Small Cap 600 Index-(SML) SML CALL VOLUME: 4 SML CALL OPEN INTEREST: 264 SML PUT VOLUME: 0 SML PUT OPEN INTEREST: 331 SML TOTAL VOLUME: 4 SML TOTAL OPEN INTEREST: 595 SML LEVELS HIGH: 214.53 LOW: 210.03 CLOSE: 211.62 -2.91 CBOE Technology Index-(TXX) TXX CALL VOLUME: 60 TXX CALL OPEN INTEREST: 593 TXX PUT VOLUME: 1 TXX PUT OPEN INTEREST: 1099 TXX TOTAL VOLUME: 61 TXX TOTAL OPEN INTEREST: 1692 TXX LEVELS HIGH: 678.37 LOW: 651.34 CLOSE: 662.61 -9.00 S&P Transportation Index-(TRX) TRX CALL VOLUME: 0 TRX CALL OPEN INTEREST: 100 TRX PUT VOLUME: 0 TRX PUT OPEN INTEREST: 40 TRX TOTAL VOLUME: 0 TRX TOTAL OPEN INTEREST: 140 TRX LEVELS HIGH: 732.66 LOW: 719.09 CLOSE: 721.03 -11.63 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: 741.50 LOW: 721.97 CLOSE: 722.57 -18.93 S&P Chemical Index-(CEX) CEX CALL VOLUME: 0 CEX CALL OPEN INTEREST: 101 CEX PUT VOLUME: 0 CEX PUT OPEN INTEREST: 100 CEX TOTAL VOLUME: 0 CEX TOTAL OPEN INTEREST: 201 CEX LEVELS HIGH: 431.72 LOW: 421.11 CLOSE: 422.50 -6.84 S&P Health Care Index-(HCX) HCX CALL VOLUME: 2 HCX CALL OPEN INTEREST: 7 HCX PUT VOLUME: 0 HCX PUT OPEN INTEREST: 35 HCX TOTAL VOLUME: 2 HCX TOTAL OPEN INTEREST: 42 HCX LEVELS HIGH: 795.05 LOW: 777.15 CLOSE: 787.85 -7.20 CBOE OIL Index-(OIX) OIX CALL VOLUME: 0 OIX CALL OPEN INTEREST: 16 OIX PUT VOLUME: 0 OIX PUT OPEN INTEREST: 70 OIX TOTAL VOLUME: 0 OIX TOTAL OPEN INTEREST: 86 OIX LEVELS HIGH: 329.31 LOW: 325.18 CLOSE: 328.34 +3.16