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PREVIOUS day's OEX :
call Vol - 38278 Put Vol - 49854
Interesting, here is yesterday's (08/27/98) SPX vol & OI :
call VOL - 51199 Put Vol - 94668
Call OI - 900785 Put OI - 1330263
Sellers couldn't resist selling fat juicy options with VIX shooting above
40.
The ATM calls & puts are near 19 !!!
-----Original Message-----
From: MORIMOTO, Kozo (FinAssets) <Kozo.MORIMOTO@xxxxxxxxxxxxxxxxxxxxx>
To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
Date: Thursday, August 27, 1998 9:57 PM
Subject: RE: OEX P/C
>> This looks interesting:
>>
>> S&P 100 Index-(OEX,OEW,OEY)
>> OEX CALL VOLUME: 140725 OEX CALL OPEN INTEREST: 177233
>> OEX PUT VOLUME: 92299 OEX PUT OPEN INTEREST: 224078
>> OEX TOTAL VOLUME: 233024 OEX TOTAL OPEN INTEREST: 401311
>> OEX LEVELS HIGH: 536.79 LOW: 512.74 CLOSE: 515.81 -20.98
>>
>> Why would so many more calls than puts be brought in a market like
>> today's?
>> Some believe we are bottoming?
>--------------------------------
>Please excuse my ignorance, but how can you tell from the above that people
>were buying? Maybe they were covering their losing positions? You don't
>happen to have the previous day's O/I?
>
>------------------------------------------------------------
>
>The contents of this message are the views of the Author and
>do not necessarily reflect the views of SUNCORP-METWAY LTD.
>
>
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