Good morning, OEX was underperforming small cap during the last few months.
I don't see a reason for having high OEX put interest, but it is a worth paying attention as a potential sell-signal.
P/C ratio alert: OEX
http://www.cboe.com/data/IntraDayVol.aspx
I don't see a reason for having high OEX put interest, but it is a worth paying attention as a potential sell-signal.
P/C ratio alert: OEX
http://www.cboe.com/data/IntraDayVol.aspx
Half Hourly Volume Report for Selected Indices For 4/10/2007
DOW Industrials S&P 100 S&P 500
Time Calls Puts Total Calls Puts Total Calls Puts Total
9:00 AM 1303 548 1851 757 2904 3661 8140 21016 29156
9:30 AM 1708 1231 2939 1729 4904 6633 16513 41772 58285
10:00 AM 1873 1529 3402 2001 7885 9886 25131 72873 98004
10:30 AM 1891 1856 3747 2407 8757 11164 40067 93999 134066
11:00 AM 2051 2434 4485 4016 9630 13646 66158 134318 200476
11:30 AM 2394 2519 4913 4365 11086 15451 98539 170906 269445
12:00 PM 2454 3226 5680 4664 12080 16744 111060 195350 306410
12:30 PM 2499 3482 5981 5152 12618 17770 118948 211419 330367
1:00 PM 2530 3615 6145 5259 13235 18494 123872 217087 340959
1:30 PM 2549 3878 6427 5366 14253 19619 141574 241717 383291
2:00 PM 2569 3918 6487 5390 14429 19819 141803 243930 385733
2:30 PM 3419 4247 7666 5950 16600 22550 143793 250874 394667
3:00 PM 3472 6193 9665 6917 20834 27751 161617 267889 429506
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