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Curious you should bring that up. As it is expiration week I was just
trying to find the site at the CBOE that provides Open Interest on each
option. I think it was there once. Now all I can find is overall OI on
the various indices.
I think being aware that a relatively large exercise occurred after the
close on any given day is a pointer to how the market should open.
This is probably obvious to most.
In any event, can you provide a link to a CBOE page that shows OI on a
"per contract" basis?
--PJS
THE DOCTOR wrote:
>
> First day of expiration was relatively
> quiet. It appears some of the SPX rolls were
> completed by last Friday. VIX continues to
> live under 20%. Yesterday's volume
> approached 1 million contracts at CBOE. VIX
> closed a tad over 19% traded as low as the
> 17% area.
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