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Then would not the 'thin' week skew the validity of the data?
If for example you had 950 puts trade last week against 1000 calls would
that be as valid as a prior week that may have had single days of 1200
puts trading against 1000 cals?
--PJS
bobrabcd wrote:
>
> The data on the charts is based on the daily put and call volume from the
> CBOE. The OEX open intrest ratios are running from 0.66 to 0.72 for the
> last five trading days which also shows a preponderance of call open
> interest. The NDX100 has a five day OI P/C ratio of 0.95 to 0.97 and a P/C
> volume ratio that averages 0.8. Option traders are not quite as
> enthusiastic about the NDX.
>
> BobR
> >
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