Joe, on the whole I have not discovered too much noise ahead of option expiration dates (note the market turning points at option expiration in March and August last year), maybe because the moving averages smooth the noise quite a bit. Remember, this data cannot be readily downloaded from anywhere. I have to enter these numbers manually, along with a ton of others about the economy which I also follow. If I were to extend my number crunching I'd rather be interested in following the put/call ratio of the day-to-day difference in open interest as that could add more indicative information. But in the end I'd spend my days with entering data. -g ng-
Culmus
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