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


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