Replies to post #20 on Volatility Arbitrage (ARB)

[dr_praeses]

P/C ratio got progressively more put-heavy towards EOD (as we sold off as well)

Equity Index Total Put / Call
Time Calls Puts Total Calls Puts Total Calls Puts Total Ratio
9:00 AM 154653 107793 262446 82605 130835 213440 237258 238628 475886 1.01
9:30 AM 268721 189515 458236 264335 356240 620575 533056 545755 1078811 1.02
10:00 AM 366939 283002 649941 382723 493424 876147 749662 776426 1526088 1.04
10:30 AM 449862 363239 813101 468044 618065 1086109 917906 981304 1899210 1.07
11:00 AM 518250 425828 944078 546351 786627 1332978 1064601 1212455 2277056 1.14
11:30 AM 576560 470552 1047112 582381 880551 1462932 1158941 1351103 2510044 1.17
12:00 PM 618613 512989 1131602 617021 955734 1572755 1235634 1468723 2704357 1.19
12:30 PM 672987 564766 1237753 686928 1056778 1743706 1359915 1621544 2981459 1.19
1:00 PM 723159 606720 1329879 746143 1168101 1914244 1469302 1774821 3244123 1.21
1:30 PM 779986 656593 1436579 832423 1372222 2204645 1612409 2028815 3641224 1.26
2:00 PM 847025 719406 1566431 897276 1504176 2401452 1744301 2223582 3967883 1.27
2:30 PM 914086 787120 1701206 945395 1605730 2551125 1859481 2392850 4252331 1.29
3:00 PM 996004 990207 1986211 1000037 1734800 2734837 1996041 2725007 4721048 1.37