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Walkingshadow

05/11/06 12:10 AM

#30384 RE: GLENO34 #30357

The CBOE put/call moved from 0.70 at noon to 0.82 at 2:30pm, so there seems to have been a lot of relative interest in calls.

http://www.cboe.com/data/IntraDayVol.aspx

That was echoed by this post on Briefing.com a little earlier than your post:

14:52 Sentiment indicators at mid-day

Market volatility, as measured by options market prices, is slightly higher with choppy trading in the broad mkt indices following FOMC statements. The VIX (CBOE Volatility Index) is up 0.5% to 12.03 and the VXN (NASDAQ Volatility Index) is 0.3% higher to 17.09. The CBOE put/call ratio is currently at 0.80, indicating more active call than put trading.

WS