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GEN - OEX option data



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Here is a caution for anyone using Dial Data OEX put and call volume data.
A quick comparison of a few months of data shows gross differences between
that provided by the cboe post market emails and that provided by DD.  Some
of it is close enough to indicate that it is the same data series.  The OEX
call vol data correlates better than the put vol data.  Call data might be
off as much as 60% of the days and off by an oder of magnitude.  Some days
it is exactly the same.  The put data is off maybe 80% of the time and off
by 50%.  It would be impossible to get meaningful testing results...an
understatement.

BobR