SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Strategies & Market Trends : Steve's Channelling Thread -- Ignore unavailable to you. Want to Upgrade?


To: Justa Werkenstiff who wrote (15869)5/16/2001 12:40:53 PM
From: Zeev Hed  Read Replies (3) | Respond to of 30051
 
Justa, I don't have yet a "quantitative way" of including th DJX options in the model, I have not followed them enough, and even at bottoms (like Jan 2 or March 22) the DJX options are lopsided to the puts, I wish someone would graph these, but I don't have the time right now. 10:1 however, is very lopsided and more recently numbers in excess of 5:1 were associated with tops, if memory serves (check the April 19th, and the recent peak last week).

By the way, I just looked at the DJX P/C ratio, it is not lopsided at all, I see 17000 puts vs about 13,000 calls, where is the 10:1 from?

Zeev

Zeev