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Actually at 11:53 the ratios are 24 to 1 up call dollars over up put
dollars. On the downside it is 4 times as many put dollars down as call
dollars down. Up call volume is 8 to one over up put volume. Down call
volume is two to one over down put volume.
BMI statistic symbols for these are:
@DCC = Calls: Dollar volume - up, down (up is in the H field and down is
in the Low field)
@DPC = Puts: Dollar volume - up, down
@VCC = Calls: Volume -up, down
@VPC = Puts: Volume - up, down
Export these to Excel using DDE link as =OMEGA_SERVER|LIVEQUOTE!'@DCC,H'
{CTRL SHIFT ENTER} ETC.
BobR
At 08:10 AM 7/23/97 -0700, bobrabcd@xxxxxxxxxxx wrote:
>At 11:00AM ET the up dollar volume of calls on the CBOE is ten times as
>much as up put dollar volume.
>The up volume of calls is also about ten to one over up put volume. The
>down dollar volume to down put dollar volume is about one to one as is the
>down call volume to put volume. Looks kind of like an extreme of sorts.
>
>BobR
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>
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