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That's correct. The PSE ratio swings wider and more rapidly than the others
although the PHLX is pretty wild. At least to the eye that appears true.
My data comes off of DTN so I haven't looked for an end of day source.
Those ratios on the charts are normalized, i.e. $Calls/($Calls + $Puts).
Are you referring to a cum line on the options data? I haven't tried that,
have thought about it, just haven't done it. Sometimes those option ratios
run in coincidence and other times they diverge wildly. They are kinda
fascinating to watch.
bobr
----- Original Message -----
From: <candlestyk@xxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Wednesday, June 06, 2001 3:56 AM
Subject: [RT] Re: MKT - Exchange composite $C/$P normalized
> Hey Bob,
> I don't monitor intraday, but have a question/ observation.
> It seams the PSE options have more of a range and volatility than the
> other exchanges. Have you ever tried something like a normalized
> ratio or a cum line for the PSE and trend in, say NASD, SOX or tech
> related index?
> Do you know of a site with end of day PSE historical figures?
>
> Thanks,
> Ray
>
>
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Attachment:
Description: "$C$P.gif"
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