I just calculated by hand a $CPCE of .28 as of 2pm from statistics on CBOE's website. That is unbelievable; and it's hard for me to take seriously but I tried to verify it approximately another way and it seemed close enough to confirm. CBOE had total put call ratio at .6 and index put call ratio is above 1. Basically 3 million total equity options to around 900,000 puts traded. Is the data fauly; otherwise this is unreal.
I just calculated by hand a $CPCE of .28 as of 2pm from statistics on CBOE's website. That is unbelievable; and it's hard for me to take seriously but I tried to verify it approxim ...
Cobra 发表于 2009-8-21 14:21
I just calculated by hand a $CPCE of .28 as of 2pm from statistics on CBOE's website. That is unbelievable; and it's hard for me to take seriously but I tried to verify it approxim ...
Cobra 发表于 2009-8-21 15:21