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Re: TRADE: OEXP/C buy 7-29



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Kurt, how do you get an OEX P/C of 154+ from the CBOE stats for 7/29?
Your insights are appreciated at this end.  BobR
-----------------------------------------------
CBOE summarized market stats for 07/29/97

Put/Call Ratio: .59

CBOE CALL PREMIUM: 13.27		COMPOSITE CALL PREMIUM: 11.88

CBOE PUT PREMIUM : 11.15		COMPOSITE PUT PREMIUM:   9.89

VIX OPENING VALUE: 24.78
VIX HIGH VALUE	 : 24.90
VIX LOW VALUE	 : 23.53
VIX CLOSING VALUE: 24.04

Equity Option

TOTAL  EQUITY CALL VOLUME:  299,898
TOTAL  EQUITY PUT  VOLUME:  136,270
	     TOTAL VOLUME:  436,168

Index Option

TOTAL  INDEX CALL VOLUME:    54,797
TOTAL  INDEX PUT  VOLUME:    72,031
            TOTAL VOLUME:   126,828
                              Sum of All Products

TOTAL        CALL  VOLUME:  354773   TOTAL        CALL  OPEN INTEREST: 8895187
TOTAL        PUT   VOLUME:  208357   TOTAL        PUT   OPEN INTEREST: 6088742
             TOTAL VOLUME:  563130                TOTAL OPEN INTEREST:14983929
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At 02:19 PM 7/30/97 UT, kurt kallaus wrote:
>  So many signals !  The simple  option system I gave out several times
these 
>past 2 months has given yet another signal.  A BUY 7-29 at 943.75 basis
SPU.  
>As I post this it is ahead by about 7 S&P points or over $3K/contract.
>  Exit is on open Thurs' 7-31.  This was another trade that was easy for all 
>RT's to follow since all we needed was an OEX P/C of 154+.  Amazingly stops 
>have not been used or needed this year, but obviously would in a full
fledged 
>optimized sys'.  Anyway  the predictive value of this ratio is my point
and it 
>has already been satisfied again with this trade with less than a day to run 
>yet.
>  Just keeping people informed.
>Kurt
>Sunnen@xxxxxxx
>
>