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They may not be excluding it, but ISE data is all mixed into the other data.
DTN has composite data symbols for specific exchanges as well as what
appears on OPRA. So if the ISE trades have an exchange identifier attached
to them, then DTN could create a Calculated Index. Perhaps that is what
they are doing with the other exchanges. How about encouraging DTN to
create composite symbols for the ISE like they have for the other exchanges.
bobr
----- Original Message -----
From: "Jacobson, Alex" <AJacobson@xxxxxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Thursday, March 21, 2002 11:03 AM
Subject: RE: [RT] For the folks with VIX interest
> It all goes out to OPRA so I don't know how they could be excluding it.
>
> -----Original Message-----
> From: BobR [mailto:bobrabcd@xxxxxxxxxxxxx]
> Sent: Thursday, March 21, 2002 1:57 PM
> To: realtraders@xxxxxxxxxxxxxxx
> Subject: Re: [RT] For the folks with VIX interest
>
>
> When will we be seeing the iseoptions data on the DTN satellite feed? I'd
> just love to put a colored line on the data to promote it for you, :)
>
> bobr
>
> ----- Original Message -----
> From: "Jacobson, Alex" <AJacobson@xxxxxxxxxxxxxx>
> To: <realtraders@xxxxxxxxxxxxxxx>
> Sent: Thursday, March 21, 2002 10:50 AM
> Subject: RE: [RT] For the folks with VIX interest
>
>
> > The CBOE is only 30% of the equity business......... in it's remaining
> > days.
> >
> >
> > My open interest is actually bigger.
> >
> > But who's counting. My 401(k) is still there.
> >
> > -----Original Message-----
> > From: BobR [mailto:bobrabcd@xxxxxxxxxxxxx]
> > Sent: Thursday, March 21, 2002 1:46 PM
> > To: realtraders@xxxxxxxxxxxxxxx
> > Subject: Re: [RT] For the folks with VIX interest
> >
> >
> > The current $C/($C+$P) exchange ratios individually and as a composite
> don't
> > reflect an extreme condition either way right now. The CBOE is an
> exception
> > in that its ratio is a contrarily bullish 0.3439. 0.25 would be really
> > bullish. 0.75 would be really bearish. Overall the 4 major option
> > exchanges (less Alex's exchange) are kinda neutral looking.
> >
> > bobr
> >
> >
> > ----- Original Message -----
> > From: Ira Tunik <mailto:irat@xxxxxxxxx>
> > To: realtraders@xxxxxxxxxxxxxxx <mailto:realtraders@xxxxxxxxxxxxxxx>
> > Sent: Thursday, March 21, 2002 10:25 AM
> > Subject: Re: [RT] For the folks with VIX interest
> >
> > Could it be that the market makers and others know where the tops and
> > bottoms are in the market. For the VIX, the implied volatility of the
> OEX,
> > to be low would mean that selling was driving the options prices down.
> > Conversly, does someone know that the bottom is in place in order to
come
> in
> > and buy the options and force the VIX to highs. It is the buying and
> > selling of options that controls the VIX, so when options buyers are
most
> > optomistic it is a low and when they are most pessemitic it is a high.
> > Could this be true? Could someone actually know what was going to
happen
> > next. But it would take a lot of people to effect the VIX, so everybody
> > knows? Ira
> >
> > Lee Morris wrote:
> >
> >
> > so what is your current interpretation of the vix
> >
> > -----Original Message-----
> > From: Earl Adamy [ mailto:eadamy@xxxxxxxxxx <mailto:eadamy@xxxxxxxxxx> ]
> > Sent: Thursday, March 21, 2002 11:21 AM
> > To: realtraders@xxxxxxxxxxxxxxx
> > Subject: Re: [RT] For the folks with VIX interest
> >
> > Once again Barron's timing is off on the use of VIX. One of Barron's
> > columnists wrote last November that a (then) low VIX reading was
> forecasting
> >
> > a sharp sell-off in the market. (At the same time, may RT traders were
> > calling for the same major sell-off). My own historical research had
> > revealed that when a major bottom was put in place, a low VIX could be
> > associated with a modest correction rather than a major sell-off. I sent
> the
> >
> > attached chart to the columnist together with a suggestion that he do
more
> > complete research before making such statements. The attached chart
> (current
> >
> > data top two charts, 1998 data bottom two charts)was also published to
RT.
> > The configuration of the market is now a bit different than it was when
> the
> > original piece was published so low VIX readings must be interpreted a
bit
> > differently i.e. low VIX readings are likely more critical than they
were
> in
> >
> > the post-911 rally.
> >
> > The fact is, that VIX must be carefully interpreted in light of the
major
> > price patterns, breadth, and other indicators.
> >
> >
> > Earl
> >
> >
> > ----- Original Message -----
> > From: "BobR" <bobrabcd@xxxxxxxxxxxxx>
> > To: <realtraders@xxxxxxxxxxxxxxx>
> > Sent: Wednesday, March 20, 2002 9:26 PM
> > Subject: Re: [RT] For the folks with VIX interest
> >
> >
> >
> > Leave it to Barrons to say not to worry about a low vix...another
example
> of
> >
> > ignore the media please. Its a question of probability and ye olde meany
> > reversion.
> >
> >
> > bobr
> >
> >
> >
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> >
> >
> >
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> >
> >
> >
> >
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