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To: Shack who wrote (74348)5/22/2003 12:18:14 PM
From: shoreco  Respond to of 209892
 
FWIW, I just went through the T&S sheets for some of the more heavier traded options today on CBOE and I see they are double and even triple counting the volume...

On the T&S I see "Volume only" trades that account for the total volume up to date, but they keep updating the count and adding to the old update...

I guess what I'm saying is I don't see the trades to explain the volume...

SPX July 750puts show 10k, September 750's show 8k...

DJX June 85 puts show 3.5k, Aug 84's show 2k, June 86 and Sept 84's show 1.2k

None of them show this volume on the T&S sheets, just a bunch of recounting...



To: Shack who wrote (74348)5/22/2003 1:16:20 PM
From: Paul Shread  Respond to of 209892
 
I follow the QQQ from day to day; probably a good enough proxy, I think.

quote.cboe.com

Looks like put activity is pretty steady today; hope they'e covering. -ng

quotes.nasdaq.com



To: Shack who wrote (74348)5/22/2003 1:20:51 PM
From: Paul Shread  Read Replies (1) | Respond to of 209892
 
More interesting info on options:

Message 18962834

QQQ open interest still doesn't look bearish to me, though.