In edit IDPH went at $40.62 for less than two dimes and GRENZ at $46.46 for $.37.
Not irrelevant at all, just mounting pressure on the decline when it comes (wait for that trouncing I ave mentioned a number of times). Not a time to be brave overnight on the long side IMTO. In the meanwhile, daily raids are extremely fruitful here.
Maybe there's a lot of people out there with in-the-money calls that must sell because they don't have the cash to exercise them, meaning most of the calls are being bought by MMs? I bet a breakdown of P/C not counting June options would not be nearly so bearish-sounding. Does anyone have such info handy?
jrintl, I'm not sure whether you are identical to the JRI posting on the E-Wiggle Workspace thread. Just in case you are since I can't post there I wanted to answer the question where I got the put/call ratio data from I used yesterday in that PCR chart. It is from here:
I noticed the difference between my data abd that from VTO, thanks for pointing to that. I am adjusting for QQQ options, they are deducted from the equity only data, both calls and puts. Always, not only through spikes. But that does not explain why my data shows a new low whereas the VTO data is still way above the August 2002 level, or even the April 02, December 02 and January 03 levels.
The only explanation could then be that I only use CBOE traded options, whereas VTO apparently uses option trading on all US markets. I don't have that data so I go by CBOE numbers.
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