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Russ Furs and I checked with that dude's department at Berkely a couple of
years ago and the data he has is not in useable form. You have to parse out
the stuff you want from all the extraneous stuff. Hate to say it, but its
not worth the money being asked for it.
Bob Roeske
----- Original Message -----
From: THE DOCTOR <droex@xxxxxxxxxxxx>
To: <bobrabcd@xxxxxxxxxxxxx>
Cc: <realtraders@xxxxxxxxxxxxxxx>
Sent: Tuesday, January 11, 2000 6:31 PM
Subject: Re: [RT] OPTONS - Total Put/Call ratio
> Robert,
>
> Ain't gonna happen. There actually is an "official" data vendor for
options
> data (U of C Berkeley) that vends the historical data. They charge a
fortune
> for it. The web site goes back as far as it can go. If you would like to
air
> your views call Pat Fay at CBOE (1 800 OPTIONS) he runs the web site,
but I
> caution you it ain't gonna happen ... most likely.
>
> ROBERT ROESKE wrote:
>
> > We looked at some put/call ratios the other day and thought you might
like
> > to have a peak at this one. It is a spread of (summation(total put
vol,5))
> > / (summation(total call vol,5)) where total is the sum of the cboe
equity
> > and index volumes posted on their website each night. Sure would be
nice of
> > the good DROEX if he would see to it that we could download some history
of
> > his data in a long multiyear file. Point of interest on this chart is
when
> > the ratio drops below 0.5 the market goes into a consolidation or
> > correction.
> >
> > BobR
> >
> > ------------------------------------------------------------
> > Name: PCratio.gif
> > PCratio.gif Type: GIF Image (image/gif)
> > Encoding: base64
>
>
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