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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
>
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