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puts/(puts+calls)
--- In Metastockusers@xxxx, "Dusant" <cooldush@xxxx> wrote:
> Preston,
>
> That's exactly what I'm doing right now,
> 1) dividing ALL the actual traded puts (volume) by ALL the actual
> traded calls (volume).
> 2) dividing the Rupee value of the puts by the Rupee value of the
calls.
>
> I was also given to understand that a 21 period simple moving
average
> would help in not only smoothing the spikes (espec during the expiry
> week), but also make the "indicator" more precise in identifying the
> sentiment turning points.
>
> A little more light on the subject would help.
>
> Thanks a ton.
>
> Dusant
>
> --- In Metastockusers@xxxx, "Preston Umrysh" <pumrysh@xxxx> wrote:
> > Cool,
> >
> > From Sep.'02 Futures magazine.
> >
> > To calculate the put/call ratio you would divide the number of
index
> > puts by the number of index options. Also consider the the
Ansbacher
> > index which divides the price of out of the money calls by
similar
> > out of the money puts. Technically a value of 1.00 would be
neutral
> > but in practice it is 0.70 to 0.90 since puts have a higher built
in
> > price bias.
> >
> > P
> >
> >
> > --- In Metastockusers@xxxx, "Dusant" <cooldush@xxxx> wrote:
> > > I have MS ver 6.52. I also have the entire options data for the
> > Indian Stock exchange from May onwards.
> > > Could anyone please assist me in constructing a Put Call Ratio?
> > > Which puts / calls should be avoided in this ratio?
> > > Any help will be greatly appreciated.
> > > Thank you
> > > Dusant
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