Wednesday, May 27, 2009

Re: [TheOptionClub.com] CBOE Put/Call Ratios in TOS



I agree they are warm wonderful and caring people at the ISE. No question the finest exchange in the country

Sorry I couldn't help that



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From: OptionClub@yahoogroups.com
To: OptionClub@yahoogroups.com
Sent: Wed May 27 20:21:50 2009
Subject: Re: [TheOptionClub.com] CBOE Put/Call Ratios in TOS

Vikas,
 
Since you mentioned CBOE, please take a look at ISE website:
 
 
See the description on how they calculate the put-call ratio. They do not count the market makers and firm trades into account (trying to eliminate hedge trades in the calculation).
 
I had a spreadsheet with the historical P/C to the market (SPY) the following day and I didn't see any correlation that I could take advantage of.
 
Good luck.
Murthy
 
 
 

 
On Wed, May 27, 2009 at 3:45 AM, Vikas Basantani <vikas.basantani@gmail.com> wrote:


Thanks for your suggestion, Murthy. It does help but not much...

Getting historical data is not really a problem. I can get this information at http://www.cboe.com/data/PutCallRatio.aspx for both index and equity options.

I was just trying to ask if there is/are any symbols that I can directly look up in TOS for this information...



Cheers Vikas

http://options101.wordpress.com


On Wed, May 27, 2009 at 3:20 PM, Murthy N <optionsmaya@gmail.com> wrote:


Vikas,
 
You probably already know this, but for whatever it is worth ... you can get PUT_CALL_RATIO using Excel DDE (=TOS|PUT_CALL_RATIO!AAPL).  Check the DDE help for other parameters that are supported in the print icon in the TOS screen.
 
However, this is real time and not historical.
 
Good luck.
Murthy
 
 


 
On Tue, May 26, 2009 at 10:04 PM, Vikas Basantani <vikas.basantani@gmail.com> wrote:


Does anyone know if it is possible to look-up CBOE Put/Call Ratios (Index & Equity) within TOS platform?

I do get a daily (free) email alert from CBOE but was wondering if it is possible to look at these ratios over longer durations in the Chart Tab or thinkback/Analyze Tab?

I am sure there is someone who has tried to find these in TOS before me:-)

Cheers Vikas

http://options101.wordpress.com




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