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Hello Jeff,
CBOE Put/Call Ratio:
02/14/2002: 0.91
02/15/2002: 1.15
02/19/2002: 0.84
Is there still any use in extreme numbers occured last Friday?
Best regards,
Alex mailto:alex_bell@xxxxxxx
Saturday, February 16, 2002, 11:06:02 PM, you wrote:
JH> Agreed. As I noted, some of the extreme Put/Call numbers in the
JH> past were "fakes". We shall see...
JH> Norman Winski wrote:
>>Jeff,
>>
>> I also watch these type of numbers. However, I have noticed spikes in the
>>numbers just before option expiration which tend to evaporate the day after
>>expiration. This says to me to take any extreme numbers on expiration day
>>with a grain of salt. If too much bearishness, via the option numbers,
>>continues on Tuesday, then I will get excited that a low is near.
>>
>>Cheers,
>>
>>Norman
>>
>>----- Original Message -----
>>From: "Jeff Haferman" <jeff_haferman@xxxxxxxxx>
>>To: <realtraders@xxxxxxxxxxxxxxx>
>>Sent: Friday, February 15, 2002 8:03 PM
>>Subject: [RT] put/call
>>
>>
>>>
>>> CBOE total put/call ratio for today Fri 2/15/2002 was 1.15...
>>> here are the 10 highest put/call ratios since 1997:
>>>
>>> 1.27 10/08/1998
>>> 1.27 09/20/2001
>>> 1.23 09/21/2001
>>> 1.17 09/03/1998
>>> 1.17 08/21/1998
>>> 1.15 02/15/2002
>>> 1.14 09/17/2001
>>> 1.14 08/31/1998
>>> 1.13 09/18/2001
>>> 1.12 09/17/1998
>>>
>>> So today is #6 on the list...
>>>
>>> 4 of these ratios took place just after Sept 11, and can be
>>> associated with "a" market bottom.
>>>
>>> 10/8/1998 was a market bottom, and 8/21/1998, 8/31/1998, 9/3/1998,
>>> and 9/17/1998 were "fakes" leading up to the bottom.
>>>
>>> This info is free, take it for what its worth :)
>>>
>>>
>>>
>>>
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