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Index P/C ratio
= put vol on index options / call vol on index options
similiarly for equities.
the p/c ratio is the index and hte put together.
= (put v. on both) / (call vol on both)
Many pple prefer to just look at the equity ratio because
institutional involvement (hedging) in the indexes distorts
the index ratio.
>From the vto website the 21 ema seems quite effective
Senthil
--- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> wrote:
> Yes, thanks. That data went back to 1997, further than the other
site
> which only went back to 2000. Can you or anyone define the
differences
> between P/C ratio, EQUITY P/C ratio and Index P/C ratio?
>
> Ken
>
> -----Original Message-----
> From: the_chairmann [mailto:jhart_1972@x...]
> Sent: Tuesday, April 01, 2003 5:39 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Put Call Ratio
>
> Here's a nifty site with quite a bit of historical put/call data.
I
> believe someone from this group maintains it if I'm not mistaken.
>
> http://www.eskimo.com/~haferman/PUTCALL/
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "skumarskumar"
<skumarskumar@xxxx>
> wrote:
> > I have the raw values (volume) for the last 2 years, if anyone
> > wants them.
> >
> > If possible, I would like SPX 1-min data for the last year.
> >
> > Senthil
>
>
>
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