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Culmus

06/18/03 6:21 PM

#121076 RE: otraque #121063

Godfrey, if you want to study some past numbers for the equity only put/call ratio you can download an excel from here:

http://www.maoxian.com/memoranda/putcall.html

The data includes the VIX since 1986 and:

CBOE VOLATILITY INDEX - VIX, PUT/CALL RATIO, EQUITY-ONLY PUT/CALL RATIO
(put/call ratio only available since Jan. 3, 2000)
(equity-only put call ratio only available since Jan. 8, 1997)

It is important to note, however, that the QQQ option volume can distort the data quite strongly at times. So take these numbers with a grain of salt.

Oh, and the data is not current.

Culmus