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[原创] Option OI watch

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发表于 2009-3-5 05:48 PM | 显示全部楼层 |阅读模式


I am tracking some options and see if that is leading indicator to stock market. The stock I track and the standard to trigger the alert may not be the best so suggestions/criticisms are welcome. I'll try to post everyday in my blog.
http://blog.hutong9.com/space.ph ... do=blog&id=5674

Following is today's result:

OI ALERT -9003: INTC 20090417 2009 04 13.00c: ave vol 3218 oi 28690, cur vol 1520 oi 27200
OI ALERT 5509: MRVL 20090417 2009 04 7.50p: ave vol 3009 oi 2982, cur vol 3161 oi 14712
OI ALERT 652: BRCM 20090320 2009 03 19.00p: ave vol 300 oi 758, cur vol 750 oi 2062
OI ALERT 5684: TXN 20090717 2009 07 15.00p: ave vol 1915 oi 5902, cur vol 4582 oi 15461
OI ALERT -8990: MSFT 20090417 2009 04 19.00c: ave vol 1556 oi 22255, cur vol 1568 oi 19013
OI ALERT 1042: GOOG 20090320 2009 03 330.00c: ave vol 1203 oi 1684, cur vol 3560 oi 3609
OI ALERT 6439: GOOG 20090320 2009 03 360.00c: ave vol 5 oi 11, cur vol 1756 oi 6453
OI ALERT 5764: GOOG 20090320 2009 03 370.00c: ave vol 0 oi 8, cur vol 1191 oi 5772
OI ALERT 1945: ORCL 20090320 2009 03 15.00c: ave vol 879 oi 2550, cur vol 1684 oi 5107
OI ALERT 241: ORCL 20090417 2009 04 15.00c: ave vol 338 oi 388, cur vol 566 oi 1032
OI ALERT 1941: AMZN 20090417 2009 04 65.00p: ave vol 1115 oi 3939, cur vol 4152 oi 7869
OI ALERT -5890: RIMM 20090320 2009 03 45.00c: ave vol 9425 oi 19284, cur vol 7607 oi 25651
OI ALERT 445: RIMM 20090417 2009 04 60.00c: ave vol 221 oi 440, cur vol 1907 oi 1360
OI ALERT 8665: CSCO 20090417 2009 04 15.00p: ave vol 2427 oi 28309, cur vol 1380 oi 37520
OI ALERT 2449: JNPR 20090417 2009 04 12.00c: ave vol 392 oi 1033, cur vol 3436 oi 9077
OI ALERT 945: JNPR 20090717 2009 07 13.00p: ave vol 196 oi 234, cur vol 3100 oi 1215
OI ALERT 1531: XOM 20090320 2009 03 65.00c: ave vol 1189 oi 1437, cur vol 9496 oi 6166
OI ALERT 6856: XOM 20090417 2009 04 65.00c: ave vol 1577 oi 4554, cur vol 2421 oi 14264
OI ALERT 3149: XOM 20090717 2009 07 70.00c: ave vol 1184 oi 2216, cur vol 3615 oi 7412
OI ALERT 4388: XOM 20090717 2009 07 75.00c: ave vol 1168 oi 6260, cur vol 2434 oi 16273
OI ALERT 476: XOM 20091016 2009 10 70.00c: ave vol 383 oi 385, cur vol 940 oi 1177
OI ALERT 1294: COP 20090417 2009 04 45.00c: ave vol 1291 oi 2429, cur vol 1378 oi 5101
OI ALERT 1950: COP 20090417 2009 04 35.00p: ave vol 1130 oi 1189, cur vol 795 oi 4799
OI ALERT 552: COP 20090821 2009 08 35.00c: ave vol 199 oi 765, cur vol 670 oi 2108
OI ALERT 1575: DUG 20090320 2009 03 32.00c: ave vol 408 oi 211, cur vol 2078 oi 1864
OI ALERT 1000: DUG 20090417 2009 04 54.00c: ave vol 1 oi 67, cur vol 878 oi 1067
OI ALERT 2371: DUG 20090717 2009 07 17.00c: ave vol 0 oi 15, cur vol 625 oi 2381
OI ALERT 2214: HAL 20090417 2009 04 17.50c: ave vol 1029 oi 4313, cur vol 659 oi 8115
OI ALERT 2616: DRYS 20090417 2009 04 5.00c: ave vol 1988 oi 1841, cur vol 1698 oi 6627
OI ALERT 592: DRYS 20090417 2009 04 7.50c: ave vol 432 oi 917, cur vol 706 oi 1842
OI ALERT 622: DRYS 20090417 2009 04 2.50p: ave vol 456 oi 758, cur vol 3735 oi 2574
OI ALERT 940: NAT 20090320 2009 03 25.00p: ave vol 218 oi 554, cur vol 510 oi 1540
OI ALERT 2968: JNJ 20090717 2009 07 50.00c: ave vol 798 oi 1783, cur vol 3271 oi 9796
OI ALERT 5419: PFE 20090320 2009 03 12.50c: ave vol 2180 oi 2567, cur vol 3964 oi 14424
OI ALERT 3317: PFE 20090417 2009 04 14.00c: ave vol 1415 oi 3875, cur vol 1265 oi 11089
OI ALERT 5980: DNA 20090320 2009 03 90.00c: ave vol 6319 oi 40944, cur vol 3690 oi 64451
OI ALERT 4102: DNA 20090417 2009 04 90.00c: ave vol 3741 oi 3490, cur vol 1875 oi 14414
OI ALERT 788: AMGN 20090320 2009 03 50.00c: ave vol 234 oi 590, cur vol 979 oi 2640
OI ALERT 386: AMGN 20090717 2009 07 52.50c: ave vol 81 oi 183, cur vol 1255 oi 1023
OI ALERT -5907: WMT 20090320 2009 03 47.50p: ave vol 2994 oi 19335, cur vol 5223 oi 17386
OI ALERT 961: WMT 20090417 2009 04 47.50c: ave vol 602 oi 685, cur vol 787 oi 3126
OI ALERT 952: WMT 20090619 2009 06 20.00p: ave vol 374 oi 1182, cur vol 1002 oi 2984
OI ALERT 2893: WMT 20090918 2009 09 52.50c: ave vol 556 oi 4263, cur vol 1381 oi 7605
OI ALERT 687: PG 20090320 2009 03 47.50c: ave vol 495 oi 591, cur vol 2215 oi 2312
OI ALERT -2099: PG 20090717 2009 07 47.50c: ave vol 76 oi 1000, cur vol 637 oi 2602
OI ALERT 2842: COST 20090320 2009 03 40.00c: ave vol 710 oi 410, cur vol 844 oi 3976
OI ALERT 5113: COST 20090320 2009 03 42.50c: ave vol 1886 oi 3230, cur vol 653 oi 12092
OI ALERT 3770: COST 20090320 2009 03 40.00p: ave vol 2640 oi 6041, cur vol 1527 oi 10896
OI ALERT 411: KFT 20090320 2009 03 20.00c: ave vol 83 oi 225, cur vol 583 oi 1088
OI ALERT 3215: SBUX 20090717 2009 07 9.00c: ave vol 519 oi 894, cur vol 3277 oi 4280
OI ALERT 475: CAT 20090320 2009 03 24.00c: ave vol 2158 oi 1350, cur vol 2042 oi 1825
OI ALERT 1523: CAT 20090320 2009 03 29.00c: ave vol 1911 oi 2806, cur vol 1053 oi 5959
OI ALERT 3066: CAT 20090320 2009 03 24.00p: ave vol 5578 oi 648, cur vol 1815 oi 3714
OI ALERT 4583: CAT 20090320 2009 03 25.00p: ave vol 3246 oi 5803, cur vol 5124 oi 14580
OI ALERT 610: CAT 20090417 2009 04 26.00c: ave vol 1287 oi 894, cur vol 2626 oi 1902
OI ALERT 1146: CAT 20090417 2009 04 20.00p: ave vol 1793 oi 1126, cur vol 601 oi 2272
OI ALERT 381: BA 20090320 2009 03 30.00c: ave vol 156 oi 167, cur vol 721 oi 1316
OI ALERT 3502: BA 20090515 2009 05 45.00p: ave vol 570 oi 3684, cur vol 3503 oi 7139
OI ALERT 602: BA 20090515 2009 05 55.00p: ave vol 94 oi 660, cur vol 602 oi 1254
OI ALERT 4564: GE 20090320 2009 03 5.00c: ave vol 5411 oi 1864, cur vol 15275 oi 10889
OI ALERT 28728: GE 20090320 2009 03 7.50c: ave vol 16399 oi 9391, cur vol 66452 oi 66483
OI ALERT 8017: GE 20090320 2009 03 9.00c: ave vol 15337 oi 21706, cur vol 34413 oi 65044
OI ALERT 19499: GE 20090320 2009 03 10.00c: ave vol 19184 oi 42640, cur vol 19138 oi 138264
OI ALERT 51033: GE 20090320 2009 03 2.50p: ave vol 14913 oi 17936, cur vol 14214 oi 88548
OI ALERT 38853: GE 20090320 2009 03 5.00p: ave vol 27707 oi 128204, cur vol 137350 oi 205822
OI ALERT -24473: GE 20090320 2009 03 7.50p: ave vol 25375 oi 144019, cur vol 11916 oi 189961
OI ALERT -6112: GE 20090320 2009 03 9.00p: ave vol 9987 oi 63294, cur vol 2455 oi 75996
OI ALERT -5446: GE 20090320 2009 03 10.00p: ave vol 20426 oi 104727, cur vol 1305 oi 82511
OI ALERT -8766: GE 20090320 2009 03 12.50p: ave vol 2085 oi 69331, cur vol 600 oi 56847
OI ALERT 1212: GE 20090417 2009 04 5.00c: ave vol 803 oi 640, cur vol 5549 oi 2658
OI ALERT 5316: GE 20090417 2009 04 6.00c: ave vol 2758 oi 395, cur vol 2843 oi 6608
OI ALERT 9425: GE 20090417 2009 04 7.00c: ave vol 4981 oi 2535, cur vol 5162 oi 18676
OI ALERT 23514: GE 20090417 2009 04 5.00p: ave vol 17747 oi 26736, cur vol 14989 oi 67382
OI ALERT 7261: GE 20090417 2009 04 6.00p: ave vol 12973 oi 22420, cur vol 15048 oi 60506
OI ALERT 4733: GE 20090619 2009 06 7.50c: ave vol 2306 oi 2698, cur vol 3238 oi 12952
OI ALERT 4481: GE 20090619 2009 06 9.00c: ave vol 2025 oi 3089, cur vol 4353 oi 17224
OI ALERT 22050: GE 20090619 2009 06 10.00c: ave vol 5077 oi 16297, cur vol 18864 oi 84466
OI ALERT 9968: GE 20090619 2009 06 2.50p: ave vol 11956 oi 32650, cur vol 11057 oi 117276
OI ALERT 8957: GE 20090619 2009 06 5.00p: ave vol 7942 oi 38887, cur vol 12308 oi 81250
OI ALERT 8948: GE 20090619 2009 06 7.50p: ave vol 6848 oi 30614, cur vol 1006 oi 52970
OI ALERT 401: GE 20090918 2009 09 5.00c: ave vol 212 oi 447, cur vol 594 oi 1384
OI ALERT 3800: GE 20090918 2009 09 7.50c: ave vol 1180 oi 1270, cur vol 4124 oi 9297
OI ALERT 6360: GE 20090918 2009 09 10.00c: ave vol 715 oi 8506, cur vol 4558 oi 54404
OI ALERT 1326: GE 20090918 2009 09 11.00c: ave vol 661 oi 2217, cur vol 2257 oi 4807
OI ALERT 19187: GE 20090918 2009 09 12.00c: ave vol 3823 oi 16421, cur vol 12676 oi 36798
OI ALERT 2777: GE 20090918 2009 09 2.50p: ave vol 1064 oi 3317, cur vol 5549 oi 9099
OI ALERT 10684: GE 20090918 2009 09 5.00p: ave vol 5259 oi 16261, cur vol 2047 oi 33079
OI ALERT 752: UAUA 20090417 2009 04 5.00c: ave vol 299 oi 215, cur vol 859 oi 1471
OI ALERT 5672: DAL 20090320 2009 03 5.00c: ave vol 5 oi 49, cur vol 2856 oi 5824
OI ALERT 9990: BAC 20090417 2009 04 4.00c: ave vol 3872 oi 5421, cur vol 4872 oi 25343
OI ALERT -6178: BAC 20090417 2009 04 5.00c: ave vol 2653 oi 16590, cur vol 7972 oi 16306
OI ALERT -3717: BAC 20090417 2009 04 5.00p: ave vol 455 oi 8518, cur vol 707 oi 4319
OI ALERT 502: BAC 20090417 2009 04 9.00p: ave vol 95 oi 997, cur vol 502 oi 1500
OI ALERT 2002: BAC 20090515 2009 05 11.00p: ave vol 321 oi 4583, cur vol 2076 oi 6568
OI ALERT 2056: BAC 20090515 2009 05 14.00p: ave vol 344 oi 4692, cur vol 2096 oi 6793
OI ALERT 899: BAC 20090515 2009 05 16.00p: ave vol 177 oi 2352, cur vol 1002 oi 3256
OI ALERT 968: BAC 20090821 2009 08 2.50c: ave vol 523 oi 1419, cur vol 1398 oi 2612
OI ALERT 20293: BAC 20090821 2009 08 5.00c: ave vol 4199 oi 4312, cur vol 2146 oi 29629
OI ALERT 2884: BAC 20090821 2009 08 11.00c: ave vol 851 oi 4201, cur vol 3816 oi 7381
OI ALERT 17919: BAC 20090821 2009 08 5.00p: ave vol 5165 oi 10426, cur vol 2380 oi 38341
OI ALERT 6569: WFC 20090320 2009 03 7.50c: ave vol 2668 oi 2064, cur vol 11081 oi 8623
OI ALERT 2120: WFC 20090320 2009 03 11.00c: ave vol 3563 oi 2187, cur vol 8611 oi 6657
OI ALERT 5736: WFC 20090320 2009 03 12.00c: ave vol 4910 oi 8592, cur vol 12853 oi 25386
OI ALERT -6873: WFC 20090320 2009 03 18.00c: ave vol 4562 oi 12572, cur vol 2273 oi 14917
OI ALERT 11055: WFC 20090320 2009 03 7.50p: ave vol 15989 oi 35633, cur vol 32629 oi 72593
OI ALERT 3823: WFC 20090417 2009 04 10.00c: ave vol 976 oi 5070, cur vol 6742 oi 15995
OI ALERT 1924: WFC 20090417 2009 04 4.00p: ave vol 559 oi 4422, cur vol 2116 oi 4752
OI ALERT -8700: WFC 20090417 2009 04 5.00p: ave vol 2712 oi 16368, cur vol 2537 oi 8366
OI ALERT 308: WFC 20090417 2009 04 6.00p: ave vol 79 oi 926, cur vol 502 oi 1183
OI ALERT 8439: WFC 20090417 2009 04 7.50p: ave vol 4295 oi 17770, cur vol 10325 oi 39518
OI ALERT -755: WFC 20090417 2009 04 33.00p: ave vol 189 oi 3360, cur vol 2604 oi 1691
OI ALERT 5677: C 20090320 2009 03 2.50c: ave vol 24966 oi 128679, cur vol 24252 oi 256021
OI ALERT 11358: C 20090619 2009 06 2.50c: ave vol 3535 oi 15777, cur vol 10567 oi 66643
OI ALERT 26539: C 20090619 2009 06 5.00c: ave vol 7345 oi 94286, cur vol 28027 oi 326902
OI ALERT 23591: C 20090619 2009 06 5.00p: ave vol 3938 oi 97409, cur vol 30277 oi 307790
OI ALERT 5399: C 20090918 2009 09 3.00c: ave vol 1538 oi 29463, cur vol 2999 oi 81918
OI ALERT 1016: FSLR 20090918 2009 09 120.00c: ave vol 536 oi 6, cur vol 1071 oi 1024
OI ALERT 1823: POT 20090320 2009 03 75.00c: ave vol 1272 oi 3582, cur vol 4300 oi 5994
OI ALERT 5051: POT 20090320 2009 03 70.00p: ave vol 2350 oi 6601, cur vol 7136 oi 13288
OI ALERT 2409: POT 20090320 2009 03 75.00p: ave vol 2338 oi 5707, cur vol 2489 oi 10053
OI ALERT 663: POT 20090417 2009 04 75.00c: ave vol 443 oi 357, cur vol 1349 oi 1298
OI ALERT 480: POT 20090417 2009 04 85.00c: ave vol 550 oi 667, cur vol 3090 oi 1946
OI ALERT 634: POT 20090417 2009 04 90.00c: ave vol 609 oi 977, cur vol 1341 oi 2451
OI ALERT 999: POT 20090417 2009 04 50.00p: ave vol 509 oi 479, cur vol 1094 oi 1821
OI ALERT 1708: POT 20090417 2009 04 60.00p: ave vol 820 oi 652, cur vol 4350 oi 3091
OI ALERT 925: POT 20090417 2009 04 75.00p: ave vol 1302 oi 1588, cur vol 1812 oi 3944
OI ALERT 504: DOW 20090417 2009 04 7.50p: ave vol 388 oi 675, cur vol 1108 oi 2157
OI ALERT -9564: DOW 20090619 2009 06 5.00p: ave vol 776 oi 26031, cur vol 745 oi 21901
OI ALERT 2305: DD 20090320 2009 03 17.50c: ave vol 475 oi 175, cur vol 2761 oi 2956
OI ALERT 2768: GLD 20090417 2009 04 90.00c: ave vol 735 oi 2262, cur vol 1996 oi 6691
OI ALERT 4538: GLD 20090417 2009 04 85.00p: ave vol 1044 oi 3021, cur vol 1179 oi 8903
OI ALERT 6001: GLD 20090619 2009 06 113.00c: ave vol 868 oi 735, cur vol 6016 oi 6737
OI ALERT 3000: XLY 20090417 2009 04 13.00p: ave vol 2750 oi 2500, cur vol 3000 oi 5500
OI ALERT -12169: XLY 20090619 2009 06 23.00c: ave vol 266 oi 21205, cur vol 1150 oi 22777
OI ALERT -17066: XLY 20090619 2009 06 16.00p: ave vol 327 oi 43344, cur vol 568 oi 27547
OI ALERT 340: XLP 20090320 2009 03 20.00c: ave vol 99 oi 732, cur vol 533 oi 1225
OI ALERT 1887: XLE 20090320 2009 03 38.00c: ave vol 12 oi 177, cur vol 1454 oi 2183
OI ALERT 2108: XLE 20090320 2009 03 39.00c: ave vol 5 oi 139, cur vol 1210 oi 2401
OI ALERT 9418: XLE 20090320 2009 03 40.00c: ave vol 32 oi 344, cur vol 1175 oi 10035
OI ALERT 4880: XLE 20090320 2009 03 41.00c: ave vol 42 oi 445, cur vol 1139 oi 5459
OI ALERT 2656: XLE 20090320 2009 03 42.00c: ave vol 267 oi 933, cur vol 517 oi 3787
OI ALERT 6530: XLE 20090320 2009 03 43.00c: ave vol 65 oi 453, cur vol 902 oi 7128
OI ALERT 2137: XLE 20090320 2009 03 34.00p: ave vol 139 oi 1963, cur vol 703 oi 4357
OI ALERT 11756: XLE 20090320 2009 03 35.00p: ave vol 565 oi 3419, cur vol 1403 oi 17919
OI ALERT 33381: XLE 20090320 2009 03 37.00p: ave vol 51 oi 1389, cur vol 2973 oi 35101
OI ALERT 12155: XLE 20090320 2009 03 38.00p: ave vol 82 oi 1108, cur vol 3834 oi 13576
OI ALERT 6162: XLE 20090320 2009 03 39.00p: ave vol 394 oi 1772, cur vol 1770 oi 8602
OI ALERT 8619: XLE 20090320 2009 03 40.00p: ave vol 228 oi 8965, cur vol 5093 oi 18668
OI ALERT 10182: XLE 20090320 2009 03 41.00p: ave vol 86 oi 2044, cur vol 862 oi 12830
OI ALERT 32320: XLE 20090320 2009 03 45.00p: ave vol 52 oi 2265, cur vol 523 oi 34510
OI ALERT 2213: XLE 20090417 2009 04 40.00c: ave vol 840 oi 325, cur vol 501 oi 3143
OI ALERT 2824: XLE 20090417 2009 04 40.00p: ave vol 1001 oi 736, cur vol 512 oi 4353
OI ALERT 3914: XLE 20090629 2009 06 35.00p: ave vol 247 oi 673, cur vol 5190 oi 4711
OI ALERT 7420: XLE 20090629 2009 06 40.00p: ave vol 214 oi 776, cur vol 604 oi 8387
OI ALERT 8000: XLE 20090629 2009 06 45.00p: ave vol 56 oi 976, cur vol 1650 oi 9012
OI ALERT 4216: XLE 20090629 2009 06 47.00p: ave vol 131 oi 1992, cur vol 1049 oi 6219
OI ALERT 10786: XLE 20090629 2009 06 48.00p: ave vol 138 oi 922, cur vol 3442 oi 11736
OI ALERT 8133: XLE 20090629 2009 06 50.00p: ave vol 114 oi 1793, cur vol 1748 oi 9966
OI ALERT 6713: XLF 20090320 2009 03 7.00c: ave vol 9617 oi 27663, cur vol 84417 oi 60523
OI ALERT 21447: XLF 20090320 2009 03 8.00c: ave vol 42233 oi 139140, cur vol 123326 oi 293128
OI ALERT 14792: XLF 20090320 2009 03 9.00c: ave vol 49836 oi 171685, cur vol 73024 oi 280604
OI ALERT -15602: XLF 20090320 2009 03 6.00p: ave vol 13608 oi 109298, cur vol 46689 oi 139202
OI ALERT -5763: XLF 20090320 2009 03 8.00p: ave vol 22977 oi 151829, cur vol 16518 oi 153280
OI ALERT 5622: XLF 20090417 2009 04 8.00c: ave vol 4225 oi 8702, cur vol 8243 oi 33812
OI ALERT 6706: XLF 20090417 2009 04 9.00c: ave vol 4831 oi 13245, cur vol 32620 oi 43834
OI ALERT 8423: XLF 20090417 2009 04 10.00c: ave vol 10556 oi 11058, cur vol 2918 oi 39560
OI ALERT 1036: XLF 20090417 2009 04 5.00p: ave vol 566 oi 1298, cur vol 6423 oi 3759
OI ALERT 11600: XLF 20090619 2009 06 10.00c: ave vol 21404 oi 198542, cur vol 51005 oi 298188
OI ALERT 6986: XLF 20090619 2009 06 8.00p: ave vol 10091 oi 102816, cur vol 8266 oi 118926
OI ALERT 2757: XLI 20090320 2009 03 16.00c: ave vol 429 oi 145, cur vol 2097 oi 3005
OI ALERT 1953: XLI 20090320 2009 03 17.00c: ave vol 326 oi 116, cur vol 867 oi 2130
OI ALERT 1332: IYR 20090320 2009 03 24.00c: ave vol 313 oi 238, cur vol 1084 oi 2100
OI ALERT 1143: IYR 20090417 2009 04 25.00c: ave vol 473 oi 809, cur vol 1128 oi 4007
OI ALERT -6436: EEM 20090320 2009 03 21.00c: ave vol 870 oi 12243, cur vol 1255 oi 16073
OI ALERT 10484: EEM 20090320 2009 03 18.00p: ave vol 11963 oi 95474, cur vol 7131 oi 113393
OI ALERT 5221: EEM 20090320 2009 03 21.00p: ave vol 12599 oi 157405, cur vol 3340 oi 210733
OI ALERT 330: EEM 20090417 2009 04 24.00c: ave vol 227 oi 419, cur vol 685 oi 1330
OI ALERT 2812: EEM 20090417 2009 04 26.00c: ave vol 874 oi 402, cur vol 20293 oi 3272
OI ALERT -5008: EEM 20090619 2009 06 20.00p: ave vol 1094 oi 66247, cur vol 3503 oi 81462
OI ALERT 3048: EEM 20090918 2009 09 14.00p: ave vol 1256 oi 1400, cur vol 3197 oi 6656
OI ALERT 9843: EWZ 20090320 2009 03 34.00p: ave vol 3871 oi 47643, cur vol 3745 oi 52094
OI ALERT 6547: EWZ 20090619 2009 06 45.00c: ave vol 3041 oi 56192, cur vol 36000 oi 68061
OI ALERT 941: EWZ 20090918 2009 09 25.00p: ave vol 233 oi 273, cur vol 1020 oi 1440
OI ALERT 4000: EWT 20090918 2009 09 7.00p: ave vol 712 oi 71, cur vol 4000 oi 4132
OI ALERT 529: FXI 20090417 2009 04 23.00p: ave vol 255 oi 191, cur vol 593 oi 1087
OI ALERT 1550: RSX 20090417 2009 04 10.00p: ave vol 392 oi 195, cur vol 1552 oi 2323
OI ALERT 1653: SPY 20090330 2009 03 64.00c: ave vol 97 oi 406, cur vol 700 oi 1675
OI ALERT 5146: SPY 20090330 2009 03 65.00c: ave vol 2 oi 26, cur vol 9094 oi 5321
OI ALERT 3416: SPY 20090330 2009 03 66.00c: ave vol 176 oi 137, cur vol 7102 oi 3456
OI ALERT 4664: SPY 20090330 2009 03 67.00c: ave vol 287 oi 463, cur vol 11199 oi 4674
OI ALERT 10883: SPY 20090330 2009 03 68.00c: ave vol 205 oi 1350, cur vol 36597 oi 10999
OI ALERT 9427: SPY 20090330 2009 03 69.00c: ave vol 55 oi 247, cur vol 44551 oi 11082
OI ALERT 26094: SPY 20090330 2009 03 70.00c: ave vol 37 oi 78, cur vol 79635 oi 26377
OI ALERT 41764: SPY 20090330 2009 03 71.00c: ave vol 113 oi 97, cur vol 66563 oi 42081
OI ALERT 45989: SPY 20090330 2009 03 72.00c: ave vol 231 oi 313, cur vol 85947 oi 47487
OI ALERT 42345: SPY 20090330 2009 03 73.00c: ave vol 141 oi 286, cur vol 49936 oi 43117
OI ALERT 50618: SPY 20090330 2009 03 74.00c: ave vol 129 oi 405, cur vol 56743 oi 52630
OI ALERT 95662: SPY 20090330 2009 03 75.00c: ave vol 252 oi 703, cur vol 90463 oi 97207
OI ALERT 50204: SPY 20090330 2009 03 76.00c: ave vol 173 oi 576, cur vol 43110 oi 51335
OI ALERT 126972: SPY 20090330 2009 03 77.00c: ave vol 111 oi 737, cur vol 48411 oi 128790
OI ALERT 48923: SPY 20090330 2009 03 78.00c: ave vol 243 oi 1204, cur vol 35282 oi 52380
OI ALERT 38393: SPY 20090330 2009 03 79.00c: ave vol 483 oi 1708, cur vol 11113 oi 41300
OI ALERT 132551: SPY 20090330 2009 03 80.00c: ave vol 621 oi 2107, cur vol 15983 oi 140553
OI ALERT 31387: SPY 20090330 2009 03 81.00c: ave vol 4508 oi 9666, cur vol 5698 oi 61762
OI ALERT 97551: SPY 20090330 2009 03 82.00c: ave vol 455 oi 1049, cur vol 13168 oi 99265
OI ALERT 33109: SPY 20090330 2009 03 83.00c: ave vol 4775 oi 8526, cur vol 4746 oi 61498
OI ALERT 45271: SPY 20090330 2009 03 84.00c: ave vol 325 oi 2682, cur vol 1586 oi 48414
OI ALERT 170984: SPY 20090330 2009 03 85.00c: ave vol 184 oi 1148, cur vol 1508 oi 172446
OI ALERT 24189: SPY 20090330 2009 03 92.00c: ave vol 25 oi 2280, cur vol 736 oi 26387
OI ALERT 5971: SPY 20090330 2009 03 134.00c: ave vol 2 oi 1662, cur vol 593 oi 7633
OI ALERT 8325: SPY 20090330 2009 03 54.00p: ave vol 475 oi 5135, cur vol 698 oi 8427
OI ALERT 19824: SPY 20090330 2009 03 55.00p: ave vol 533 oi 6764, cur vol 18320 oi 19884
OI ALERT 12827: SPY 20090330 2009 03 56.00p: ave vol 881 oi 5477, cur vol 8488 oi 12926
OI ALERT 8763: SPY 20090330 2009 03 57.00p: ave vol 799 oi 6189, cur vol 5893 oi 8865
OI ALERT 8579: SPY 20090330 2009 03 58.00p: ave vol 540 oi 4674, cur vol 4778 oi 8618
OI ALERT 14148: SPY 20090330 2009 03 59.00p: ave vol 1194 oi 6000, cur vol 2909 oi 14225
OI ALERT 174597: SPY 20090330 2009 03 60.00p: ave vol 6204 oi 76642, cur vol 41528 oi 178312
OI ALERT 32660: SPY 20090330 2009 03 61.00p: ave vol 2718 oi 17995, cur vol 3494 oi 33257
OI ALERT 19777: SPY 20090330 2009 03 62.00p: ave vol 1744 oi 9411, cur vol 16935 oi 30531
OI ALERT 35147: SPY 20090330 2009 03 63.00p: ave vol 3408 oi 19327, cur vol 21287 oi 41995
OI ALERT 32207: SPY 20090330 2009 03 64.00p: ave vol 1455 oi 15835, cur vol 73010 oi 38578
OI ALERT 64234: SPY 20090330 2009 03 65.00p: ave vol 5532 oi 9028, cur vol 71434 oi 92978
OI ALERT 6355: SPY 20090330 2009 03 65.00p: ave vol 5532 oi 9028, cur vol 665 oi 35099
OI ALERT 33569: SPY 20090330 2009 03 66.00p: ave vol 1017 oi 2204, cur vol 72749 oi 40478
OI ALERT 55210: SPY 20090330 2009 03 67.00p: ave vol 598 oi 1994, cur vol 85608 oi 57892
OI ALERT 193768: SPY 20090330 2009 03 68.00p: ave vol 623 oi 1558, cur vol 77461 oi 196130
OI ALERT 73115: SPY 20090330 2009 03 69.00p: ave vol 4692 oi 9243, cur vol 74413 oi 103017
OI ALERT 135193: SPY 20090330 2009 03 70.00p: ave vol 1844 oi 6497, cur vol 64671 oi 146238
OI ALERT 3599: SPY 20090330 2009 03 70.00p: ave vol 1844 oi 6497, cur vol 30349 oi 14644
OI ALERT 120851: SPY 20090330 2009 03 71.00p: ave vol 5005 oi 9566, cur vol 95122 oi 151486
OI ALERT 80122: SPY 20090330 2009 03 72.00p: ave vol 361 oi 2769, cur vol 33236 oi 87431
OI ALERT 22248: SPY 20090330 2009 03 73.00p: ave vol 3460 oi 8011, cur vol 39980 oi 47215
OI ALERT 30304: SPY 20090330 2009 03 74.00p: ave vol 4480 oi 15417, cur vol 16635 oi 54058
OI ALERT 166984: SPY 20090330 2009 03 75.00p: ave vol 1468 oi 8620, cur vol 23584 oi 177226
OI ALERT 88393: SPY 20090330 2009 03 76.00p: ave vol 686 oi 3390, cur vol 2335 oi 93244
OI ALERT 77376: SPY 20090330 2009 03 77.00p: ave vol 429 oi 2171, cur vol 14025 oi 80289
OI ALERT 59085: SPY 20090330 2009 03 78.00p: ave vol 297 oi 4503, cur vol 3243 oi 64808
OI ALERT 24532: SPY 20090330 2009 03 79.00p: ave vol 2269 oi 10491, cur vol 502 oi 33576
OI ALERT 136264: SPY 20090330 2009 03 80.00p: ave vol 417 oi 9169, cur vol 4895 oi 145793
OI ALERT 30395: SPY 20090330 2009 03 81.00p: ave vol 69 oi 2137, cur vol 2437 oi 32468
OI ALERT 51538: SPY 20090330 2009 03 82.00p: ave vol 243 oi 19938, cur vol 575 oi 66170
OI ALERT 59503: SPY 20090330 2009 03 83.00p: ave vol 632 oi 8300, cur vol 1543 oi 67860
OI ALERT 4578: SPY 20090417 2009 04 74.00c: ave vol 1536 oi 2361, cur vol 13034 oi 14578
OI ALERT 15898: SPY 20090417 2009 04 75.00c: ave vol 6917 oi 8833, cur vol 22908 oi 47102
OI ALERT 8133: SPY 20090417 2009 04 80.00c: ave vol 6126 oi 18140, cur vol 16037 oi 40137
OI ALERT 1033: SPY 20090417 2009 04 50.00p: ave vol 493 oi 1845, cur vol 2135 oi 3215
OI ALERT 4988: SPY 20090417 2009 04 69.00p: ave vol 1435 oi 6554, cur vol 9949 oi 19781
OI ALERT 4996: SPY 20090515 2009 05 85.00c: ave vol 1465 oi 514, cur vol 540 oi 6082
OI ALERT 2874: SPY 20090515 2009 05 58.00p: ave vol 1134 oi 171, cur vol 3146 oi 3199
OI ALERT 1978: SPY 20090515 2009 05 65.00p: ave vol 990 oi 919, cur vol 3389 oi 4539
OI ALERT 4835: SPY 20090515 2009 05 70.00p: ave vol 1491 oi 2179, cur vol 8321 oi 11460
OI ALERT 1552: SPY 20090629 2009 06 68.00c: ave vol 26 oi 43, cur vol 1054 oi 1601
OI ALERT 2932: SPY 20090629 2009 06 70.00c: ave vol 2 oi 19, cur vol 1164 oi 2979
OI ALERT 1401: SPY 20090629 2009 06 71.00c: ave vol 88 oi 200, cur vol 1518 oi 1607
OI ALERT 2817: SPY 20090629 2009 06 72.00c: ave vol 5 oi 12, cur vol 613 oi 2838
OI ALERT 1909: SPY 20090629 2009 06 74.00c: ave vol 16 oi 118, cur vol 2809 oi 2028
OI ALERT 3124: SPY 20090629 2009 06 75.00c: ave vol 40 oi 211, cur vol 5943 oi 3422
OI ALERT 4730: SPY 20090629 2009 06 76.00c: ave vol 124 oi 212, cur vol 643 oi 4910
OI ALERT 17553: SPY 20090629 2009 06 77.00c: ave vol 176 oi 269, cur vol 1219 oi 17771
OI ALERT 3703: SPY 20090629 2009 06 79.00c: ave vol 23 oi 279, cur vol 1375 oi 4038
OI ALERT 9985: SPY 20090629 2009 06 80.00c: ave vol 140 oi 2348, cur vol 4447 oi 14043
OI ALERT 11091: SPY 20090629 2009 06 81.00c: ave vol 312 oi 399, cur vol 725 oi 11303
OI ALERT 11843: SPY 20090629 2009 06 82.00c: ave vol 76 oi 480, cur vol 662 oi 11955
OI ALERT 5950: SPY 20090629 2009 06 86.00c: ave vol 83 oi 1906, cur vol 560 oi 7813
OI ALERT 94874: SPY 20090629 2009 06 90.00c: ave vol 26 oi 3101, cur vol 77537 oi 97989
OI ALERT 4449: SPY 20090629 2009 06 91.00c: ave vol 55 oi 2462, cur vol 555 oi 6920
OI ALERT 8376: SPY 20090629 2009 06 93.00c: ave vol 26 oi 456, cur vol 1747 oi 8836
OI ALERT 10409: SPY 20090629 2009 06 94.00c: ave vol 59 oi 427, cur vol 796 oi 10834
OI ALERT 34000: SPY 20090629 2009 06 95.00c: ave vol 20 oi 995, cur vol 11342 oi 34975
OI ALERT 6438: SPY 20090629 2009 06 96.00c: ave vol 5 oi 1366, cur vol 1057 oi 7803
OI ALERT 10414: SPY 20090629 2009 06 97.00c: ave vol 288 oi 1669, cur vol 879 oi 12089
OI ALERT 12296: SPY 20090629 2009 06 98.00c: ave vol 9 oi 410, cur vol 501 oi 12705
OI ALERT 46817: SPY 20090629 2009 06 100.00c: ave vol 16 oi 735, cur vol 1195 oi 47645
OI ALERT 1841: SPY 20090629 2009 06 111.00c: ave vol 6 oi 69, cur vol 2001 oi 1910
OI ALERT 1166: SPY 20090629 2009 06 112.00c: ave vol 75 oi 60, cur vol 1000 oi 1226
OI ALERT 1954: SPY 20090629 2009 06 113.00c: ave vol 2 oi 39, cur vol 1000 oi 1993
OI ALERT 3018: SPY 20090629 2009 06 145.00c: ave vol 3 oi 29, cur vol 1398 oi 3047
OI ALERT 1958: SPY 20090629 2009 06 149.00c: ave vol 0 oi 200, cur vol 1370 oi 2158
OI ALERT 1214: SPY 20090629 2009 06 151.00c: ave vol 0 oi 210, cur vol 3714 oi 1424
OI ALERT 10887: SPY 20090629 2009 06 50.00p: ave vol 44 oi 187, cur vol 8830 oi 11079
OI ALERT 11331: SPY 20090629 2009 06 55.00p: ave vol 6 oi 15, cur vol 4457 oi 11370
OI ALERT 46149: SPY 20090629 2009 06 60.00p: ave vol 52 oi 225, cur vol 4099 oi 46999
OI ALERT 7853: SPY 20090629 2009 06 61.00p: ave vol 470 oi 3346, cur vol 860 oi 7984
OI ALERT 1616: SPY 20090629 2009 06 62.00p: ave vol 85 oi 913, cur vol 622 oi 1955
OI ALERT 51111: SPY 20090629 2009 06 63.00p: ave vol 289 oi 41461, cur vol 17531 oi 51206
OI ALERT 159318: SPY 20090629 2009 06 65.00p: ave vol 15 oi 170, cur vol 2550 oi 159553
OI ALERT 19259: SPY 20090629 2009 06 68.00p: ave vol 4 oi 457, cur vol 2547 oi 19762
OI ALERT 8533: SPY 20090629 2009 06 69.00p: ave vol 17 oi 557, cur vol 4016 oi 9067
OI ALERT 28876: SPY 20090629 2009 06 70.00p: ave vol 59 oi 585, cur vol 7185 oi 29709
OI ALERT 5949: SPY 20090629 2009 06 72.00p: ave vol 60 oi 592, cur vol 1102 oi 6779
OI ALERT 9940: SPY 20090629 2009 06 73.00p: ave vol 67 oi 511, cur vol 1214 oi 10513
OI ALERT 40858: SPY 20090629 2009 06 75.00p: ave vol 22 oi 826, cur vol 5248 oi 42062
OI ALERT 17780: SPY 20090629 2009 06 76.00p: ave vol 36 oi 529, cur vol 733 oi 18307
OI ALERT 25356: SPY 20090629 2009 06 78.00p: ave vol 85 oi 483, cur vol 4007 oi 26015
OI ALERT 70532: SPY 20090629 2009 06 80.00p: ave vol 1123 oi 1946, cur vol 1666 oi 72999
OI ALERT 14133: SPY 20090629 2009 06 81.00p: ave vol 32 oi 517, cur vol 5883 oi 14657
OI ALERT 1694: SPY 20090918 2009 09 80.00c: ave vol 9 oi 19, cur vol 1294 oi 1790
OI ALERT 1986: SPY 20090918 2009 09 83.00c: ave vol 10 oi 10, cur vol 1400 oi 1996
OI ALERT 2539: SPY 20090918 2009 09 84.00c: ave vol 13 oi 120, cur vol 1001 oi 2661
OI ALERT 3798: SPY 20090918 2009 09 87.00c: ave vol 2 oi 31, cur vol 2217 oi 3829
OI ALERT 7033: SPY 20090918 2009 09 88.00c: ave vol 23 oi 77, cur vol 1187 oi 7118
OI ALERT 1880: SPY 20090918 2009 09 97.00c: ave vol 4 oi 97, cur vol 915 oi 1986
OI ALERT 2417: SPY 20090918 2009 09 119.00c: ave vol 43 oi 101, cur vol 1166 oi 2518
OI ALERT 1697: SPY 20090918 2009 09 131.00c: ave vol 12 oi 45, cur vol 1000 oi 1742
OI ALERT 2422: SPY 20090918 2009 09 132.00c: ave vol 11 oi 33, cur vol 2279 oi 2455
OI ALERT 1551: SPY 20090918 2009 09 148.00c: ave vol 10 oi 39, cur vol 1500 oi 1590
OI ALERT 13586: SPY 20090918 2009 09 60.00p: ave vol 33 oi 3730, cur vol 1211 oi 13631
OI ALERT 7703: SPY 20090918 2009 09 75.00p: ave vol 54 oi 61, cur vol 1731 oi 7775
OI ALERT 1416: SPY 20090918 2009 09 96.00p: ave vol 0 oi 1, cur vol 1150 oi 1417
OI ALERT 8411: SPY 20091218 2009 12 80.00c: ave vol 10 oi 87, cur vol 864 oi 8566
OI ALERT 2176: SPY 20091218 2009 12 88.00c: ave vol 10 oi 26, cur vol 2197 oi 2210
OI ALERT 2830: SPY 20091218 2009 12 89.00c: ave vol 11 oi 11, cur vol 3022 oi 2841
OI ALERT 19742: SPY 20091218 2009 12 90.00c: ave vol 168 oi 1592, cur vol 1821 oi 21470
OI ALERT 1579: SPY 20091218 2009 12 92.00c: ave vol 11 oi 22, cur vol 3000 oi 1602
OI ALERT 1268: SPY 20091218 2009 12 107.00c: ave vol 11 oi 182, cur vol 542 oi 1450
OI ALERT 677: SPY 20091218 2009 12 117.00c: ave vol 2 oi 333, cur vol 1000 oi 1010
OI ALERT 18943: SPY 20091218 2009 12 80.00p: ave vol 33 oi 417, cur vol 659 oi 19368
OI ALERT 68827: SPY 20091218 2009 12 85.00p: ave vol 19 oi 1666, cur vol 646 oi 70493
OI ALERT 1066: SMH 20090417 2009 04 17.00c: ave vol 961 oi 1508, cur vol 1476 oi 3948
OI ALERT 2540: SMH 20090417 2009 04 19.00c: ave vol 887 oi 110, cur vol 839 oi 2701
OI ALERT 1082: SMH 20090417 2009 04 17.00p: ave vol 1061 oi 1507, cur vol 714 oi 3068
OI ALERT -12412: SMH 20090515 2009 05 14.00p: ave vol 78 oi 5521, cur vol 2390 oi 20363
OI ALERT 2278: OIH 20090320 2009 03 65.00c: ave vol 26 oi 273, cur vol 1255 oi 2578
VO ALERT: OIH 20090320 2009 03 65.00c: ave vol 26 oi 273, cur vol 1255 oi 2578
OI ALERT 4369: OIH 20090320 2009 03 70.00c: ave vol 10 oi 734, cur vol 8037 oi 5195
VO ALERT: OIH 20090320 2009 03 70.00c: ave vol 10 oi 734, cur vol 8037 oi 5195
OI ALERT 7552: OIH 20090320 2009 03 75.00c: ave vol 108 oi 2917, cur vol 3783 oi 10702
VO ALERT: OIH 20090320 2009 03 75.00c: ave vol 108 oi 2917, cur vol 3783 oi 10702
OI ALERT 4476: OIH 20090320 2009 03 55.00p: ave vol 6 oi 171, cur vol 1668 oi 4654
VO ALERT: OIH 20090320 2009 03 55.00p: ave vol 6 oi 171, cur vol 1668 oi 4654
VO ALERT: OIH 20090320 2009 03 60.00p: ave vol 1224 oi 5891, cur vol 3114 oi 6564
OI ALERT 8281: OIH 20090320 2009 03 65.00p: ave vol 200 oi 2179, cur vol 8721 oi 10261
VO ALERT: OIH 20090320 2009 03 65.00p: ave vol 200 oi 2179, cur vol 8721 oi 10261
OI ALERT 11808: OIH 20090320 2009 03 70.00p: ave vol 344 oi 6909, cur vol 8546 oi 19803
VO ALERT: OIH 20090320 2009 03 70.00p: ave vol 344 oi 6909, cur vol 8546 oi 19803
OI ALERT -1970: OIH 20090417 2009 04 70.00c: ave vol 66 oi 3140, cur vol 693 oi 1390
VO ALERT: OIH 20090417 2009 04 70.00c: ave vol 66 oi 3140, cur vol 693 oi 1390
VO ALERT: OIH 20090417 2009 04 75.00c: ave vol 41 oi 2997, cur vol 669 oi 2245
OI ALERT -2718: OIH 20090417 2009 04 80.00c: ave vol 1447 oi 2631, cur vol 3891 oi 3797
VO ALERT: OIH 20090417 2009 04 80.00c: ave vol 1447 oi 2631, cur vol 3891 oi 3797
OI ALERT 3120: OIH 20090417 2009 04 80.00c: ave vol 1447 oi 2631, cur vol 2036 oi 9635
VO ALERT: OIH 20090417 2009 04 80.00c: ave vol 1447 oi 2631, cur vol 2036 oi 9635
VO ALERT: OIH 20090417 2009 04 85.00c: ave vol 1432 oi 2769, cur vol 3416 oi 4423
OI ALERT 908: OIH 20090417 2009 04 65.00p: ave vol 51 oi 1912, cur vol 2355 oi 3100
VO ALERT: OIH 20090417 2009 04 65.00p: ave vol 51 oi 1912, cur vol 2355 oi 3100
OI ALERT 1355: DIA 20090330 2009 03 66.00c: ave vol 12 oi 83, cur vol 2687 oi 1442
OI ALERT 1305: DIA 20090330 2009 03 67.00c: ave vol 26 oi 61, cur vol 4195 oi 1563
OI ALERT 2379: DIA 20090330 2009 03 68.00c: ave vol 65 oi 197, cur vol 4111 oi 2500
OI ALERT 2052: DIA 20090330 2009 03 69.00c: ave vol 93 oi 39, cur vol 2704 oi 2094
OI ALERT 4036: DIA 20090330 2009 03 70.00c: ave vol 14 oi 131, cur vol 2347 oi 4328
OI ALERT 4798: DIA 20090330 2009 03 71.00c: ave vol 35 oi 75, cur vol 2391 oi 4928
OI ALERT 6498: DIA 20090330 2009 03 72.00c: ave vol 121 oi 708, cur vol 2268 oi 6581
OI ALERT 5041: DIA 20090330 2009 03 73.00c: ave vol 202 oi 262, cur vol 998 oi 5595
OI ALERT 5499: DIA 20090330 2009 03 74.00c: ave vol 373 oi 281, cur vol 2577 oi 6174
OI ALERT 5329: DIA 20090330 2009 03 75.00c: ave vol 302 oi 563, cur vol 899 oi 6545
OI ALERT 1596: DIA 20090330 2009 03 55.00p: ave vol 8 oi 683, cur vol 773 oi 1608
OI ALERT 2042: DIA 20090330 2009 03 57.00p: ave vol 8 oi 1065, cur vol 927 oi 2045
OI ALERT 3108: DIA 20090330 2009 03 60.00p: ave vol 46 oi 91, cur vol 837 oi 3316
OI ALERT 2802: DIA 20090330 2009 03 63.00p: ave vol 18 oi 114, cur vol 5514 oi 3480
OI ALERT 7309: DIA 20090330 2009 03 65.00p: ave vol 87 oi 513, cur vol 6236 oi 8258
OI ALERT 3369: DIA 20090330 2009 03 66.00p: ave vol 112 oi 433, cur vol 2942 oi 4755
OI ALERT 4753: DIA 20090330 2009 03 67.00p: ave vol 97 oi 437, cur vol 4960 oi 5533
OI ALERT 3362: DIA 20090330 2009 03 68.00p: ave vol 156 oi 766, cur vol 2887 oi 4925
OI ALERT 5089: DIA 20090330 2009 03 69.00p: ave vol 143 oi 597, cur vol 1738 oi 6328
OI ALERT 4152: DIA 20090330 2009 03 71.00p: ave vol 100 oi 499, cur vol 878 oi 5176
OI ALERT 5802: DIA 20090330 2009 03 72.00p: ave vol 12 oi 218, cur vol 540 oi 6043
OI ALERT 279: DIA 20090417 2009 04 68.00c: ave vol 154 oi 378, cur vol 1374 oi 1073
OI ALERT 809: DIA 20090929 2009 09 83.00c: ave vol 4 oi 235, cur vol 790 oi 1050
OI ALERT 1909: QQQQ 20090330 2009 03 23.00c: ave vol 30 oi 365, cur vol 871 oi 2274
OI ALERT 3554: QQQQ 20090330 2009 03 24.00c: ave vol 82 oi 279, cur vol 1426 oi 4181
OI ALERT 5707: QQQQ 20090330 2009 03 25.00c: ave vol 48 oi 1086, cur vol 9272 oi 7078
OI ALERT 12313: QQQQ 20090330 2009 03 26.00c: ave vol 26 oi 1704, cur vol 22966 oi 14630
OI ALERT 39192: QQQQ 20090330 2009 03 27.00c: ave vol 64 oi 3445, cur vol 37327 oi 42750
OI ALERT 58797: QQQQ 20090330 2009 03 28.00c: ave vol 277 oi 6797, cur vol 31654 oi 65709
OI ALERT 109859: QQQQ 20090330 2009 03 29.00c: ave vol 397 oi 10673, cur vol 13273 oi 121133
OI ALERT 143214: QQQQ 20090330 2009 03 30.00c: ave vol 364 oi 8654, cur vol 6302 oi 151192
OI ALERT 52508: QQQQ 20090330 2009 03 31.00c: ave vol 870 oi 8182, cur vol 4287 oi 61589
OI ALERT 108359: QQQQ 20090330 2009 03 32.00c: ave vol 1970 oi 45335, cur vol 13175 oi 162397
OI ALERT 175854: QQQQ 20090330 2009 03 33.00c: ave vol 57 oi 10590, cur vol 1835 oi 186563
OI ALERT 27709: QQQQ 20090330 2009 03 22.00p: ave vol 87 oi 1704, cur vol 1887 oi 29404
OI ALERT 16802: QQQQ 20090330 2009 03 23.00p: ave vol 31 oi 8050, cur vol 14139 oi 25240
OI ALERT 40708: QQQQ 20090330 2009 03 24.00p: ave vol 230 oi 3477, cur vol 6359 oi 45830
OI ALERT 80557: QQQQ 20090330 2009 03 25.00p: ave vol 2304 oi 10054, cur vol 16275 oi 93310
OI ALERT 65529: QQQQ 20090330 2009 03 26.00p: ave vol 436 oi 6187, cur vol 43268 oi 71382
OI ALERT 129632: QQQQ 20090330 2009 03 27.00p: ave vol 302 oi 16060, cur vol 146720 oi 145400
OI ALERT 150841: QQQQ 20090330 2009 03 28.00p: ave vol 187 oi 22421, cur vol 16093 oi 173372
OI ALERT 133333: QQQQ 20090330 2009 03 29.00p: ave vol 875 oi 20935, cur vol 17016 oi 153818
OI ALERT 48853: QQQQ 20090330 2009 03 30.00p: ave vol 177 oi 17231, cur vol 6233 oi 65928
OI ALERT 10657: QQQQ 20090330 2009 03 31.00p: ave vol 282 oi 10547, cur vol 1230 oi 21255
OI ALERT 1016: QQQQ 20090417 2009 04 25.00c: ave vol 1017 oi 1025, cur vol 4902 oi 3014
OI ALERT 2651: QQQQ 20090417 2009 04 27.00c: ave vol 2816 oi 4273, cur vol 6172 oi 10214
OI ALERT 11625: QQQQ 20090417 2009 04 30.00c: ave vol 7809 oi 17235, cur vol 34074 oi 39317
OI ALERT 16354: QQQQ 20090417 2009 04 31.00c: ave vol 11981 oi 23904, cur vol 7086 oi 60122
OI ALERT 4681: QQQQ 20090417 2009 04 24.00p: ave vol 2388 oi 12091, cur vol 3141 oi 19018
OI ALERT 9294: QQQQ 20090417 2009 04 27.00p: ave vol 8617 oi 28905, cur vol 7234 oi 41946
OI ALERT 641: QQQQ 20090515 2009 05 26.00c: ave vol 477 oi 427, cur vol 828 oi 1127
OI ALERT 348: QQQQ 20090515 2009 05 27.00c: ave vol 244 oi 516, cur vol 4007 oi 1270
OI ALERT 474: QQQQ 20090515 2009 05 28.00c: ave vol 453 oi 628, cur vol 1499 oi 2032
OI ALERT 3433: QQQQ 20090515 2009 05 30.00c: ave vol 1091 oi 546, cur vol 1391 oi 4702
OI ALERT 15059: QQQQ 20090515 2009 05 31.00c: ave vol 3842 oi 106, cur vol 547 oi 15260
OI ALERT 38108: QQQQ 20090629 2009 06 29.00c: ave vol 142 oi 1469, cur vol 5963 oi 39698
OI ALERT 15453: QQQQ 20090629 2009 06 30.00c: ave vol 3 oi 2089, cur vol 866 oi 17577
OI ALERT 12679: QQQQ 20090629 2009 06 32.00c: ave vol 102 oi 2480, cur vol 10151 oi 15533
OI ALERT 21422: QQQQ 20090629 2009 06 33.00c: ave vol 164 oi 1050, cur vol 14047 oi 22669
OI ALERT 1077: QQQQ 20090629 2009 06 51.00c: ave vol 0 oi 27, cur vol 1098 oi 1104
OI ALERT 17122: QQQQ 20090629 2009 06 20.00p: ave vol 500 oi 500, cur vol 797 oi 17622
OI ALERT 23166: QQQQ 20090629 2009 06 25.00p: ave vol 10 oi 1362, cur vol 3125 oi 24527
OI ALERT 31750: QQQQ 20090629 2009 06 26.00p: ave vol 68 oi 688, cur vol 1011 oi 32465
OI ALERT 106217: QQQQ 20090629 2009 06 27.00p: ave vol 11 oi 1949, cur vol 2257 oi 108133
OI ALERT 43720: QQQQ 20090629 2009 06 28.00p: ave vol 4 oi 568, cur vol 5231 oi 44290
OI ALERT 30497: QQQQ 20090629 2009 06 30.00p: ave vol 13 oi 3083, cur vol 825 oi 33578
OI ALERT 2476: QQQQ 20090918 2009 09 36.00c: ave vol 609 oi 807, cur vol 1407 oi 3291
OI ALERT 1077: QQQQ 20090918 2009 09 27.00p: ave vol 2 oi 346, cur vol 603 oi 1423
OI ALERT 16298: QQQQ 20090918 2009 09 28.00p: ave vol 4 oi 755, cur vol 3013 oi 17055
OI ALERT 572: QQQQ 20091230 2009 12 26.00p: ave vol 279 oi 357, cur vol 683 oi 1489
发表于 2009-3-5 05:51 PM | 显示全部楼层
what's ur conclusion? thanks!
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发表于 2009-3-5 05:59 PM | 显示全部楼层
虽然我看不懂,但是赞一下研究精神。
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发表于 2009-3-5 06:07 PM | 显示全部楼层
I was thinking about something like this before
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发表于 2009-3-5 06:09 PM | 显示全部楼层
support...
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 楼主| 发表于 2009-3-5 06:26 PM | 显示全部楼层
俺把raw data贴上来,各位邻居做结论?
It is not always obvious. For today looks like the QQQQ mar put are pretty popular. I think I have too much data here. Maybe I need to raise the threshold for alert to get more concise reports. Suggestions?

what's ur conclusion? thanks!
neutral 发表于 2009-3-5 17:51
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发表于 2009-3-5 06:49 PM | 显示全部楼层
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发表于 2009-3-5 07:13 PM | 显示全部楼层
thank you.
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发表于 2009-3-5 07:15 PM | 显示全部楼层
tough to analyze
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发表于 2009-3-5 09:05 PM | 显示全部楼层
Thank you!!!
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发表于 2009-3-5 09:45 PM | 显示全部楼层
看不懂
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发表于 2009-3-5 11:55 PM | 显示全部楼层
How to read those data? thanks.
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 楼主| 发表于 2009-3-6 03:07 AM | 显示全部楼层
12# marlin
the 1st number is the change in OI from last time I run the program, usually prev trading day but I might miss  from time to time; "ave vol" is 20SMA. first OI number is 20MA. But the alert is based on difference with last trading day's OI. So I may need to change the display to show prev trading day OI.

I raised the threshold and this is the result:

OI ALERT 28728: GE 2009 03 7.50c: ave vol 15212 oi 8705, cur vol 66452 oi 66483
OI ALERT 19499: GE 2009 03 10.00c: ave vol 25574 oi 44625, cur vol 19138 oi 138264
OI ALERT 51033: GE 2009 03 2.50p: ave vol 11389 oi 17421, cur vol 14214 oi 88548
OI ALERT 38853: GE 2009 03 5.00p: ave vol 28914 oi 128670, cur vol 137350 oi 205822
OI ALERT -24473: GE 2009 03 7.50p: ave vol 41073 oi 147111, cur vol 11916 oi 189961
OI ALERT 9425: GE 2009 04 7.00c: ave vol 5785 oi 2213, cur vol 5162 oi 18676
OI ALERT 23514: GE 2009 04 5.00p: ave vol 20113 oi 27519, cur vol 14989 oi 67382
OI ALERT 22050: GE 2009 06 10.00c: ave vol 9962 oi 17933, cur vol 18864 oi 84466
OI ALERT 19187: GE 2009 09 12.00c: ave vol 2689 oi 16592, cur vol 12676 oi 36798
OI ALERT 11055: WFC 2009 03 7.50p: ave vol 18286 oi 39865, cur vol 32629 oi 72593
OI ALERT 11358: C 2009 06 2.50c: ave vol 10531 oi 19201, cur vol 10567 oi 66643
OI ALERT 26539: C 2009 06 5.00c: ave vol 28375 oi 120082, cur vol 28027 oi 326902
OI ALERT 23591: C 2009 06 5.00p: ave vol 24120 oi 120016, cur vol 30277 oi 307790
OI ALERT 9655: JPM 2009 06 10.00p: ave vol 2089 oi 9086, cur vol 7243 oi 19163
OI ALERT 21447: XLF 2009 03 8.00c: ave vol 49545 oi 141204, cur vol 123326 oi 293128
OI ALERT 14792: XLF 2009 03 9.00c: ave vol 45800 oi 174867, cur vol 73024 oi 280604
OI ALERT -15602: XLF 2009 03 6.00p: ave vol 25826 oi 106680, cur vol 46689 oi 139202
OI ALERT 11600: XLF 2009 06 10.00c: ave vol 34799 oi 200013, cur vol 51005 oi 298188
OI ALERT 10484: EEM 2009 03 18.00p: ave vol 21968 oi 88365, cur vol 7131 oi 113393
OI ALERT 10883: SPY 2009 03 68.00c: ave vol 451 oi 695, cur vol 36597 oi 10999
OI ALERT 9427: SPY 2009 03 69.00c: ave vol 187 oi 310, cur vol 44551 oi 11082
OI ALERT 26094: SPY 2009 03 70.00c: ave vol 60 oi 90, cur vol 79635 oi 26377
OI ALERT 41764: SPY 2009 03 71.00c: ave vol 90 oi 89, cur vol 66563 oi 42081
OI ALERT 45989: SPY 2009 03 72.00c: ave vol 317 oi 339, cur vol 85947 oi 47487
OI ALERT 42345: SPY 2009 03 73.00c: ave vol 120 oi 339, cur vol 49936 oi 43117
OI ALERT 50618: SPY 2009 03 74.00c: ave vol 260 oi 538, cur vol 56743 oi 52630
OI ALERT 95662: SPY 2009 03 75.00c: ave vol 129 oi 832, cur vol 90463 oi 97207
OI ALERT 50204: SPY 2009 03 76.00c: ave vol 221 oi 570, cur vol 43110 oi 51335
OI ALERT 126972: SPY 2009 03 77.00c: ave vol 468 oi 721, cur vol 48411 oi 128790
OI ALERT 48923: SPY 2009 03 78.00c: ave vol 613 oi 1149, cur vol 35282 oi 52380
OI ALERT 38393: SPY 2009 03 79.00c: ave vol 506 oi 1722, cur vol 11113 oi 41300
OI ALERT 132551: SPY 2009 03 80.00c: ave vol 893 oi 1954, cur vol 15983 oi 140553
OI ALERT 31387: SPY 2009 03 81.00c: ave vol 462 oi 11886, cur vol 5698 oi 61762
OI ALERT 97551: SPY 2009 03 82.00c: ave vol 384 oi 1104, cur vol 13168 oi 99265
OI ALERT 19824: SPY 2009 03 55.00p: ave vol 1138 oi 5383, cur vol 18320 oi 19884
OI ALERT 12827: SPY 2009 03 56.00p: ave vol 646 oi 4499, cur vol 8488 oi 12926
OI ALERT 174597: SPY 2009 03 60.00p: ave vol 8180 oi 62818, cur vol 41528 oi 178312
OI ALERT 19777: SPY 2009 03 62.00p: ave vol 2396 oi 7825, cur vol 16935 oi 30531
OI ALERT 35147: SPY 2009 03 63.00p: ave vol 3850 oi 14725, cur vol 21287 oi 41995
OI ALERT 32207: SPY 2009 03 64.00p: ave vol 3939 oi 11915, cur vol 73010 oi 38578
OI ALERT 64234: SPY 2009 03 65.00p: ave vol 2024 oi 10770, cur vol 71434 oi 92978
OI ALERT 33569: SPY 2009 03 66.00p: ave vol 868 oi 2503, cur vol 72749 oi 40478
OI ALERT 55210: SPY 2009 03 67.00p: ave vol 562 oi 1971, cur vol 85608 oi 57892
OI ALERT 193768: SPY 2009 03 68.00p: ave vol 574 oi 1608, cur vol 77461 oi 196130
OI ALERT 73115: SPY 2009 03 69.00p: ave vol 754 oi 11510, cur vol 74413 oi 103017
OI ALERT 135193: SPY 2009 03 70.00p: ave vol 2405 oi 6146, cur vol 64671 oi 146238
OI ALERT 120851: SPY 2009 03 71.00p: ave vol 1002 oi 11512, cur vol 95122 oi 151486

OI ALERT 80122: SPY 2009 03 72.00p: ave vol 941 oi 3000, cur vol 33236 oi 87431
OI ALERT 22248: SPY 2009 03 73.00p: ave vol 606 oi 9666, cur vol 39980 oi 47215
OI ALERT 30304: SPY 2009 03 74.00p: ave vol 3624 oi 16409, cur vol 16635 oi 54058
OI ALERT 166984: SPY 2009 03 75.00p: ave vol 1108 oi 8430, cur vol 23584 oi 177226
OI ALERT 77376: SPY 2009 03 77.00p: ave vol 363 oi 2078, cur vol 14025 oi 80289
OI ALERT 15898: SPY 2009 04 75.00c: ave vol 9084 oi 9609, cur vol 22908 oi 47102
OI ALERT 94874: SPY 2009 06 90.00c: ave vol 20 oi 3096, cur vol 77537 oi 97989
OI ALERT 34000: SPY 2009 06 95.00c: ave vol 21 oi 992, cur vol 11342 oi 34975
OI ALERT 10887: SPY 2009 06 50.00p: ave vol 46 oi 188, cur vol 8830 oi 11079
OI ALERT 51111: SPY 2009 06 63.00p: ave vol 515 oi 43668, cur vol 17531 oi 51206
OI ALERT 28876: SPY 2009 06 70.00p: ave vol 76 oi 592, cur vol 7185 oi 29709
OI ALERT 40858: SPY 2009 06 75.00p: ave vol 25 oi 819, cur vol 5248 oi 42062
OI ALERT 14133: SPY 2009 06 81.00p: ave vol 39 oi 516, cur vol 5883 oi 14657
OI ALERT 8281: OIH 2009 03 65.00p: ave vol 173 oi 2193, cur vol 8721 oi 10261
OI ALERT 11808: OIH 2009 03 70.00p: ave vol 331 oi 6631, cur vol 8546 oi 19803
OI ALERT 12313: QQQQ 2009 03 26.00c: ave vol 130 oi 1673, cur vol 22966 oi 14630
OI ALERT 39192: QQQQ 2009 03 27.00c: ave vol 113 oi 3440, cur vol 37327 oi 42750
OI ALERT 58797: QQQQ 2009 03 28.00c: ave vol 542 oi 6807, cur vol 31654 oi 65709
OI ALERT 109859: QQQQ 2009 03 29.00c: ave vol 925 oi 10015, cur vol 13273 oi 121133
OI ALERT 143214: QQQQ 2009 03 30.00c: ave vol 408 oi 8781, cur vol 6302 oi 151192
OI ALERT 108359: QQQQ 2009 03 32.00c: ave vol 6547 oi 36845, cur vol 13175 oi 162397

OI ALERT 16802: QQQQ 2009 03 23.00p: ave vol 119 oi 8062, cur vol 14139 oi 25240
OI ALERT 40708: QQQQ 2009 03 24.00p: ave vol 431 oi 3879, cur vol 6359 oi 45830
OI ALERT 80557: QQQQ 2009 03 25.00p: ave vol 965 oi 10003, cur vol 16275 oi 93310
OI ALERT 65529: QQQQ 2009 03 26.00p: ave vol 688 oi 6323, cur vol 43268 oi 71382
OI ALERT 129632: QQQQ 2009 03 27.00p: ave vol 693 oi 15856, cur vol 146720 oi 145400
OI ALERT 150841: QQQQ 2009 03 28.00p: ave vol 749 oi 21843, cur vol 16093 oi 173372
OI ALERT 133333: QQQQ 2009 03 29.00p: ave vol 929 oi 21066, cur vol 17016 oi 153818

OI ALERT 48853: QQQQ 2009 03 30.00p: ave vol 224 oi 17199, cur vol 6233 oi 65928
OI ALERT 11625: QQQQ 2009 04 30.00c: ave vol 6917 oi 17593, cur vol 34074 oi 39317
OI ALERT 16354: QQQQ 2009 04 31.00c: ave vol 6283 oi 31396, cur vol 7086 oi 60122
OI ALERT 38108: QQQQ 2009 06 29.00c: ave vol 124 oi 1492, cur vol 5963 oi 39698
OI ALERT 12679: QQQQ 2009 06 32.00c: ave vol 160 oi 2461, cur vol 10151 oi 15533
OI ALERT 21422: QQQQ 2009 06 33.00c: ave vol 260 oi 1037, cur vol 14047 oi 22669
OI ALERT 43720: QQQQ 2009 06 28.00p: ave vol 4 oi 568, cur vol 5231 oi 44290

The high OI/volume ones are mostly idx option. Maybe I should have two systems for idx options and equity options seperately.
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发表于 2009-3-6 08:41 AM | 显示全部楼层
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