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If VIX calculates 40 the atm options can't be at 19. VIX comes from the ATM
options.
dbtg wrote:
> 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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