To: Chris who wrote (6177 ) 2/18/1998 1:38:00 AM From: Chris Read Replies (1) | Respond to of 42787
Subject: Tech Stock Options | Previous | ------ | Respond | You have 1 unread message To: Patrick Slevin (35139 ) From: Kevin Walsh Wednesday, Feb 18 1998 1:35AM EST Reply # of 35140 Hi Patrick, Speaking of statistics and being options expirations week, I'm getting a 'feeling' that a big up day is coming - Thur? FWIW, a WAG <vbg> Now for some statistics from CBOE: (sorry about the format, it didn't copy and paste very well) Overall put/call ratio = 0.68 (bullish) equity put/call ratio = 0.39 (slightly bearish) index put/call ratio = 1.60 (yikes) I don't remember seeing this big of a discrepancy between equity and index ratios before. Here's some details. VIX OPENING VALUE: 21.10 VIX HIGH VALUE : 21.80 VIX LOW VALUE : 20.60 VIX CLOSING VALUE: 21.20 Equity Option TOTAL EQUITY CALL VOLUME: 357,045 TOTAL EQUITY PUT VOLUME: 138,055 TOTAL VOLUME: 495,545 Index Option TOTAL INDEX CALL VOLUME: 115,021 TOTAL INDEX PUT VOLUME: 184,127 TOTAL VOLUME: 299,148 Sum of All Products TOTAL CALL VOLUME: 472136 TOTAL CALL OPEN INTEREST:10706594 TOTAL PUT VOLUME: 322749 TOTAL PUT OPEN INTEREST: 7279416 TOTAL VOLUME: 794885 TOTAL OPEN INTEREST:17986010 Equity LEAPS Summary TOTAL CALL VOLUME: 24104 TOTAL CALL OPEN INTEREST: 1704787 TOTAL PUT VOLUME: 6872 TOTAL PUT OPEN INTEREST: 1064402 TOTAL VOLUME: 30976 TOTAL OPEN INTEREST: 2769189 S&P 100 Index - (included OEX ,OEW, & OEZ) OEX CALL VOLUME: 68651 OEX CALL OPEN INTEREST: 242131 OEX PUT VOLUME: 98656 OEX PUT OPEN INTEREST: 343004 OEX TOTAL VOLUME: 167307 OEX TOTAL OPEN INTEREST: 585135 OEX LEVELS HIGH: 492.54 LOW: 488.52 CLOSE: 489.64 +.88 S&P 100 Index LEAPS - (includes OAX , OBX & OLX) OEX LEAPS CALL VOLUME: 11 OEX LEAPS CALL OPEN INTEREST: 17587 OEX LEAPS PUT VOLUME: 585 OEX LEAPS PUT OPEN INTEREST: 94793 OEX LEAPS TOTAL VOLUME: 596 OEX LEAPS TOTAL OPEN INTEREST: 112380 OEX LEAPS LEVELS HIGH: 98.51 LOW: 97.70 CLOSE: 97.93 +.18 S&P 500 Index - (SPX,SPZ,SPB,SXB,SPL,SPQ,SXZ,SPT) SPX CALL VOLUME: 38747 SPX CALL OPEN INTEREST: 857667 SPX PUT VOLUME: 67887 SPX PUT OPEN INTEREST: 1228466 SPX TOTAL VOLUME: 106634 SPX TOTAL OPEN INTEREST: 2086133 SPX LEVELS HIGH: 1028.02 LOW: 1020.09 CLOSE: 1022.76 +2.67 S&P 500 Index LEAPS- (includes LSW, LSY, & LSX) SPX LEAPS CALL VOLUME: 195 SPX LEAPS CALL OPEN INTEREST: 61605 SPX LEAPS PUT VOLUME: 6076 SPX LEAPS PUT OPEN INTEREST: 349731 SPX LEAPS TOTAL VOLUME: 6271 SPX LEAPS TOTAL OPEN INTEREST: 411336 SPX LEAPS LEVELS HIGH: 102.80 LOW: 102.01 CLOSE: 102.28 +.27 Dow Jones Industrial Average Index - DJX DJX CALL VOLUME: 4500 DJX CALL OPEN INTEREST: 159099 DJX PUT VOLUME: 6015 DJX PUT OPEN INTEREST: 250926 DJX TOTAL VOLUME: 10515 DJX TOTAL OPEN INTEREST: 410025 DJX LEVELS HIGH: 84.46 LOW: 83.70 CLOSE: 83.98 +.28 Dow Jones Industrial Ave Index LEAPS - LDJ,VDJ,WDJ DJX LEAPS CALL VOLUME: 13 DJX LEAPS CALL OPEN INTEREST: 72271 DJX LEAPS PUT VOLUME: 1229 DJX LEAPS PUT OPEN INTEREST: 119991 DJX LEAPS TOTAL VOLUME: 1242 DJX LEAPS TOTAL OPEN INTEREST: 192262 DJX LEAPS LEVELS HIGH: 84.46 LOW: 83.70 CLOSE: 83.98 +.28 Dow Jones Transportation Average Index - DTX DTX CALL VOLUME: 93 DTX CALL OPEN INTEREST: 1364 DTX PUT VOLUME: 78 DTX PUT OPEN INTEREST: 3035 DTX TOTAL VOLUME: 171 DTX TOTAL OPEN INTEREST: 4399 DTX LEVELS HIGH: 357.77 LOW: 355.58 CLOSE: 356.23 +1.90 Dow Jones Trans Ave Index LEAPS - (LDN,VDN,WDX) DTX LEAPS CALL VOLUME: 0 DTX LEAPS CALL OPEN INTEREST: 14 DTX LEAPS PUT VOLUME: 0 DTX LEAPS PUT OPEN INTEREST: 292 DTX LEAPS TOTAL VOLUME: 0 DTX LEAPS TOTAL OPEN INTEREST: 306 DTX LEAPS LEVELS HIGH: 36.80 LOW: 35.56 CLOSE: 35.62 +.19 Dow Jones Utilities Average Index - DUX DUX CALL VOLUME: 1 DUX CALL OPEN INTEREST: 26 DUX PUT VOLUME: 12 DUX PUT OPEN INTEREST: 113 DUX TOTAL VOLUME: 13 DUX TOTAL OPEN INTEREST: 139 DUX LEVELS HIGH: 270.60 LOW: 268.02 CLOSE: 270.60 +2.58 Dow Jones Utilities Ave Index LEAPS - (LDU,VDU,WDU) DUX LEAPS CALL VOLUME: 0 DUX LEAPS CALL OPEN INTEREST: 0 DUX LEAPS PUT VOLUME: 0 DUX LEAPS PUT OPEN INTEREST: 0 DUX LEAPS TOTAL VOLUME: 0 DUX LEAPS TOTAL OPEN INTEREST: 0 DUX LEAPS LEVELS HIGH: 27.06 LOW: 26.80 CLOSE: 27.06 +.26 Nasdaq 100 Index - (included NDX,NDZ,NDV,NDU,NCZ, & NDY) NDX CALL VOLUME: 2109 NDX CALL OPEN INTEREST: 24137 NDX PUT VOLUME: 3124 NDX PUT OPEN INTEREST: 27682 NDX TOTAL VOLUME: 5233 NDX TOTAL OPEN INTEREST: 51819 NDX LEVELS HIGH: 1147.70 LOW: 1125.77 CLOSE: 1128.63 -8.06 | Previous | ------ | Respond | View SubjectMarks Bookmark this Subject Return to Puts, Calls, and other Options One or more words separated by spaces: Subject Titles Only Full-Text Messages with Links Send questions and feedback to webmistress@techstocks.com Terms of Use