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Many RT'rs get the CBOE summary via email each day. I 've asked them if they could do
the division and pre-calculate the P/C's ratio for (at least) the OEX but have been told
that it would be too much work for them to do so. I just think it would be easier for
the user not to have to open up a calculator and so on. If others think that this would
be of value, please send an email to investor_services@xxxxxxxxx
JW
abprosys@xxxxxxx
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From: CBOE Investor Services <investor_services@xxxxxxxx>
To: cboe_daily_statistics@xxxxxxxxxxxxxx
Subject: 01Aug97 CBOE Statistics
Date: Friday, August 01, 1997 3:00 PM
Thank you for subscribing to the Chicago Board Options Exchange automated
e-mail service. To unsubscribe from this list (cboe_daily_statistics),
return to the Web site at www.cboe.com and route yourself to
"E-mail Broadcast Lists" from the Site Index.
If you have any questions, please contact the Investor Services department
by phone at 1-800-OPTIONS or by email at investor_services@xxxxxxxxx
CBOE summarized market stats for 08/01/97
Put/Call Ratio: .65
CBOE CALL PREMIUM: 13.30 COMPOSITE CALL PREMIUM: 11.93
CBOE PUT PREMIUM : 11.14 COMPOSITE PUT PREMIUM: 9.92
VIX OPENING VALUE: 23.49
VIX HIGH VALUE : 25.27
VIX LOW VALUE : 23.28
VIX CLOSING VALUE: 24.20
Equity Option
TOTAL EQUITY CALL VOLUME: 273,960
TOTAL EQUITY PUT VOLUME: 117,006
TOTAL VOLUME: 390,966
Index Option
TOTAL INDEX CALL VOLUME: 83,110
TOTAL INDEX PUT VOLUME: 113,628
TOTAL VOLUME: 196,738
Sum of All Products
TOTAL CALL VOLUME: 357403 TOTAL CALL OPEN INTEREST: 9310314
TOTAL PUT VOLUME: 231014 TOTAL PUT OPEN INTEREST: 6386571
TOTAL VOLUME: 588417 TOTAL OPEN INTEREST:15696885
Equity LEAPS Summary
TOTAL CALL VOLUME: 5817 TOTAL CALL OPEN INTEREST: 624704
TOTAL PUT VOLUME: 2616 TOTAL PUT OPEN INTEREST: 394616
TOTAL VOLUME: 8433 TOTAL OPEN INTEREST: 1019320
S&P 100 Index - (included OEX ,OEB,OEW, OEY & OEZ)
OEX CALL VOLUME: 48089 OEX CALL OPEN INTEREST: 147369
OEX PUT VOLUME: 57383 OEX PUT OPEN INTEREST: 228604
OEX TOTAL VOLUME: 105472 OEX TOTAL OPEN INTEREST: 375973
OEX LEVELS HIGH: 932.03 LOW: 914.25 CLOSE: 923.26 -6.63
S&P 500 Index - (includes SPX,SPZ,SPL,SPQ,SPB, SXB, SXZ)
SPX CALL VOLUME: 29345 SPX CALL OPEN INTEREST: 655479
SPX PUT VOLUME: 52953 SPX PUT OPEN INTEREST: 1082801
SPX TOTAL VOLUME: 82298 SPX TOTAL OPEN INTEREST: 1738280
SPX LEVELS HIGH: 955.35 LOW: 939.04 CLOSE: 947.14 -7.15
S&P 100 Index LEAPS - (includes OAX , OBX & OLX)
OEX LEAPS CALL VOLUME: 60 OEX LEAPS CALL OPEN INTEREST: 28927
OEX LEAPS PUT VOLUME: 781 OEX LEAPS PUT OPEN INTEREST: 69970
OEX LEAPS TOTAL VOLUME: 841 OEX LEAPS TOTAL OPEN INTEREST: 98897
OEX LEAPS LEVELS HIGH: 93.20 LOW: 91.43 CLOSE: 92.33 -0.66
S&P 500 Index LEAPS- (includes LSW, LSY, & LSX)
SPX LEAPS CALL VOLUME: 65 SPX LEAPS CALL OPEN INTEREST: 61998
SPX LEAPS PUT VOLUME: 707 SPX LEAPS PUT OPEN INTEREST: 92064
SPX LEAPS TOTAL VOLUME: 772 SPX LEAPS TOTAL OPEN INTEREST: 154062
SPX LEAPS LEVELS HIGH: 95.53 LOW: 93.91 CLOSE: 94.71 -0.72
<snip>
Copyright © 1996 Chicago Board Options Exchange. All rights reserved.
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