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Re: CBOE Put/Call Ratio



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Arild,
thanks for sending the chart.  It was very helpful.

Daniel.


OEX Trading Resources wrote:

> If you plot an ordinary (20) daily Bollinger Band on the VIX (see attached
> chart),
> i.e. the OEX tend to bottom out short term
> when the upper Bollinger Band is reached by the VIX,
> as lower volatility (fear) is usually good for stocks.
>
> The OEX tend to form short term tops when the lower Bollinger Band
> is reached by the VIX.
>
> Arild
> http://www.oextradingresources.com
> arimykle@xxxxxxxxx
>
> -----Original Message-----
> From: Daniel Martinez <DanM@xxxxxxxxxx>
> To: metastock@xxxxxxxxxxxxx <metastock@xxxxxxxxxxxxx>
> Date: 31. mars 2000 16:40
> Subject: Re: CBOE Put/Call Ratio
>
> >Dave,
> >I looked at ^VIX some time ago. I know it covers "market volatility"
> but I never
> >knew quite how to use it. There's a news link at Yahoo:
> >http://biz.yahoo.com/rf/000317/1p.html
> >The part which refers to ^VIX is here:
> >"The Market Volatility Index (^VIX - news), the options market's
> gauge of
> >investor fear, was up 0.99 to 24.19 at 11:56 a.m. CST (1756 GMT).
> >The VIX measures implied volatility of several OEX strikes and
> typically moves
> >opposite stocks."
> >
> >The VIX for yesterday was 27.55. The Put/Call ratio (or Call/Put
> ratio) is
> >supposed to be around .400 (or 2.1). How do I use the ^VIX?
> >
> >Thanks,
> >Daniel.
> >
> >
> >Dave Nadeau wrote:
> >
> >> Yahoo! finance (finance.yahoo.com) will give you graphs and
> >> historical downloadable data for the VIX. Use ^VIX, select
> >> chart, then at the bottom of the chart select Table|Daily
> >> for the data. At the bottom of the page, you'll see a link
> >> to Download in Spreadsheet format.
> >>
> >> Dave Nadeau
> >>
> >> Wooglinx@xxxxxxx wrote:
> >> >
> >> > Daniel:
> >> >
> >> > If you find one, please let me know. I contacted the CBOE
> directly and they
> >> > do not provide the data in a downloadable file.
> >> >
> >> > Jim Barone