Tuesday, November 16, 2010

CBOE Equity Put/Call Ratio For the Last Half-Hour

was 0.48 (i.e. ratio of calls to puts was 2.08x).

I think the bulls have decided that they want to learn this one the hard way...
at

2 comments:

  1. nicasurferNovember 16, 2010 at 2:12 PM

    I am wondering where you got this data. I am showing total puts today being around 9mil with total calls being around 13 mil

    Here is the ending numbers i have for CBOE equity only put call:13,539,745.00 9,212,983.00

    That would leave a put call around .68 which i would have like to seen higher before getting long.

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  2. CPNovember 16, 2010 at 2:14 PM

    That was just for a half hour period during the day - the market was dipping and traders were buying at that ratio for half an hour.

    The total numbers for the day were higher, as you indicate.

    I think 0.68 is much too complacent on a day like today and I think the bears should press their advantage.

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