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To: Win-Lose-Draw who wrote (125556)	10/29/2005 2:40:46 PM
From: Win-Lose-Draw	Respond to of 209892

Should add...P/C on its own has shown limited usefulness historically, but a high IV skew coupled with an extreme P/C reading (equity, index, doesn't really matter) is a pretty potent sentiment indicator.

To: Win-Lose-Draw who wrote (125556)	10/29/2005 3:29:28 PM
From: Shack	Read Replies (1) \| Respond to of 209892

That's an interesting way of looking at it, I've never really looked at IV's but it makes a lot of sense. At what point would you consider the skew significant though? Is it based on relative history?

To: Win-Lose-Draw who wrote (125556)	10/29/2005 3:41:58 PM
From: Henry J Costanzo	Read Replies (1) \| Respond to of 209892

WLD.....At the risk of displaying my ignorance.....gg Aren't you getting pretty close there to simply determining VIX?? How does that show you anything very different ??