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Strategies & Market Trends : Nasdaq 100 Analysis -- Ignore unavailable to you. Want to Upgrade?


To: Steve Lee who wrote (97)4/28/2002 12:26:30 PM
From: justwhatuwant  Respond to of 238
 
I am focusing mostly on QQQ and a few Naz100 stocks for now. I have automated the "gathering process" already. I use only AMEX exchange data however, so I need to add CBOE + others. I calculate the max pain and $$ values based on volume and OI (I use the average bid/ask for price * volume or OI). I need to check my max pain values against what others do to make sure they are correct.

I just haven't spent the time figuring out how to handle the absolute $$ analysis yet.

BTW, CBOE site lists QQQ options from AMEX, CBOE, PHLX, ISE and Pacific. All have same OI except PHLX and ISE. Do you know why?