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To: Nancy who wrote (56718)10/17/2002 12:17:31 AM
From: mishedlo  Respond to of 209892
 
The intraday number from CBOE is useless because it only includes CBOE ant not the other exchanges.

Sometimes there is a huge difference.

That is problem #1.

Problem #2 is during expiry week all kinds of stuff gets rolled, sometimnes puts one day and calls next day or whatever and you can see some really strange numbers dutring expiry week.

M