Options don't lie

hohoho

Yesterday's XLF OI alert predicted today's financial reversal pretty well. But let's continue to see how it does in the future. General feeling for today's activity: put/call ratio going down; active call activity. This is not the only indicator I am looking. I am still trying to evaluate how effective it is. Following is today's data:

OI ALERT 10411: DNA 2009 03 90.00c: ave vol 8060 oi 48567, cur vol 9333 oi 94307
OI ALERT 11351: DNA 2009 06 95.00c: ave vol 4839 oi 52698, cur vol 9781 oi 74782
OI ALERT 13643: GE 2009 03 9.00c: ave vol 20002 oi 33528, cur vol 69167 oi 93603
OI ALERT 13786: GE 2009 03 5.00p: ave vol 36163 oi 151876, cur vol 13770 oi 296896
OI ALERT -19766: GE 2009 03 7.50p: ave vol 38637 oi 154681, cur vol 49714 oi 169179
OI ALERT 17945: GE 2009 06 20.00c: ave vol 4267 oi 89775, cur vol 12675 oi 116892
OI ALERT 12865: BAC 2009 03 5.00c: ave vol 33146 oi 80622, cur vol 73862 oi 145076
OI ALERT -27623: BAC 2009 03 3.00p: ave vol 32754 oi 102734, cur vol 16009 oi 152027
OI ALERT 45276: XLF 2009 03 7.00c: ave vol 23534 oi 40797, cur vol 85078 oi 156605
OI ALERT 27294: XLF 2009 04 7.00c: ave vol 7556 oi 7903, cur vol 68595 oi 48086
OI ALERT 49531: XLF 2009 04 8.00c: ave vol 17550 oi 18940, cur vol 38243 oi 95300
OI ALERT 36164: XLF 2009 04 9.00c: ave vol 17690 oi 29976, cur vol 31395 oi 114786
OI ALERT 18269: XLF 2009 06 7.00c: ave vol 4901 oi 16157, cur vol 12493 oi 56530
OI ALERT 27532: XHB 2009 04 9.00c: ave vol 3820 oi 126, cur vol 15172 oi 28001
OI ALERT 36070: EEM 2009 03 21.00c: ave vol 5099 oi 12589, cur vol 7944 oi 53126
OI ALERT 10133: SPY 2009 03 65.00c: ave vol 18 oi 55, cur vol 5909 oi 10343
OI ALERT 51442: SPY 2009 03 68.00c: ave vol 459 oi 663, cur vol 24941 oi 52832
OI ALERT 47324: SPY 2009 03 69.00c: ave vol 199 oi 616, cur vol 27283 oi 49145
OI ALERT 68572: SPY 2009 03 70.00c: ave vol 1524 oi 1313, cur vol 63122 oi 85092
OI ALERT 102958: SPY 2009 03 71.00c: ave vol 145 oi 221, cur vol 85109 oi 103679
OI ALERT 56525: SPY 2009 03 72.00c: ave vol 2098 oi 2297, cur vol 70879 oi 81719
OI ALERT 51645: SPY 2009 03 73.00c: ave vol 205 oi 469, cur vol 62606 oi 52620
OI ALERT 61148: SPY 2009 03 74.00c: ave vol 401 oi 1103, cur vol 50390 oi 65048
OI ALERT 127849: SPY 2009 03 75.00c: ave vol 430 oi 1314, cur vol 73094 oi 131731
OI ALERT 56325: SPY 2009 03 76.00c: ave vol 226 oi 734, cur vol 25284 oi 57699
OI ALERT 126351: SPY 2009 03 77.00c: ave vol 421 oi 997, cur vol 22673 oi 128312
OI ALERT 53363: SPY 2009 03 78.00c: ave vol 540 oi 1647, cur vol 8014 oi 56750
OI ALERT 144218: SPY 2009 03 80.00c: ave vol 2012 oi 3721, cur vol 18248 oi 152398
OI ALERT 30690: SPY 2009 03 81.00c: ave vol 400 oi 15815, cur vol 20642 oi 60909
OI ALERT 170596: SPY 2009 03 85.00c: ave vol 169 oi 1183, cur vol 9833 oi 172088
OI ALERT 174495: SPY 2009 03 60.00p: ave vol 6670 oi 50808, cur vol 32205 oi 181334
OI ALERT 35689: SPY 2009 03 61.00p: ave vol 1833 oi 11599, cur vol 8467 oi 37309
OI ALERT 31266: SPY 2009 03 62.00p: ave vol 2100 oi 8272, cur vol 10107 oi 41180
OI ALERT 52595: SPY 2009 03 63.00p: ave vol 3292 oi 13126, cur vol 6602 oi 60214
OI ALERT 78191: SPY 2009 03 64.00p: ave vol 3342 oi 10775, cur vol 22655 oi 84759
OI ALERT 95468: SPY 2009 03 65.00p: ave vol 3980 oi 16014, cur vol 40725 oi 130935
OI ALERT 68563: SPY 2009 03 66.00p: ave vol 1261 oi 3902, cur vol 30538 oi 77749
OI ALERT 77943: SPY 2009 03 67.00p: ave vol 528 oi 2253, cur vol 31839 oi 81500
OI ALERT 201046: SPY 2009 03 68.00p: ave vol 524 oi 1984, cur vol 69863 oi 204324
OI ALERT 80711: SPY 2009 03 69.00p: ave vol 1681 oi 17261, cur vol 43858 oi 123026
OI ALERT 78662: SPY 2009 03 70.00p: ave vol 5680 oi 12201, cur vol 97100 oi 122541
OI ALERT 69983: SPY 2009 03 71.00p: ave vol 917 oi 15423, cur vol 71919 oi 100141
OI ALERT 77004: SPY 2009 03 72.00p: ave vol 795 oi 3927, cur vol 31211 oi 84296
OI ALERT 17310: SPY 2009 03 73.00p: ave vol 1995 oi 14439, cur vol 10641 oi 42232
OI ALERT 145515: SPY 2009 03 75.00p: ave vol 947 oi 8783, cur vol 9869 oi 155516
OI ALERT 10379: SPY 2009 04 75.00c: ave vol 11592 oi 20971, cur vol 34207 oi 87726
OI ALERT 19338: SPY 2009 04 78.00c: ave vol 4865 oi 7098, cur vol 5145 oi 39014
OI ALERT 27128: SPY 2009 04 80.00c: ave vol 11627 oi 26436, cur vol 7396 oi 99332
OI ALERT 7183: SPY 2009 04 59.00p: ave vol 1250 oi 1714, cur vol 6213 oi 11961
OI ALERT 16476: SPY 2009 04 68.00p: ave vol 4960 oi 8228, cur vol 15996 oi 45055
OI ALERT 24784: SPY 2009 06 80.00c: ave vol 146 oi 2614, cur vol 6293 oi 28916
OI ALERT 11405: SPY 2009 06 79.00p: ave vol 48 oi 544, cur vol 7266 oi 11979
OI ALERT 9170: OIH 2009 03 75.00c: ave vol 47 oi 2983, cur vol 5858 oi 12268
OI ALERT 7805: OIH 2009 03 70.00p: ave vol 289 oi 6845, cur vol 14053 oi 15416
OI ALERT 22734: QQQQ 2009 03 25.00c: ave vol 99 oi 1187, cur vol 9850 oi 24170
OI ALERT 59617: QQQQ 2009 03 26.00c: ave vol 347 oi 1859, cur vol 73669 oi 62061
OI ALERT 101270: QQQQ 2009 03 27.00c: ave vol 258 oi 3558, cur vol 151750 oi 105413
OI ALERT 88963: QQQQ 2009 03 28.00c: ave vol 655 oi 6977, cur vol 80902 oi 96180
OI ALERT 106900: QQQQ 2009 03 29.00c: ave vol 3459 oi 15123, cur vol 24613 oi 144398
OI ALERT 159229: QQQQ 2009 03 30.00c: ave vol 310 oi 8641, cur vol 9571 oi 167514
OI ALERT 17516: QQQQ 2009 03 20.00p: ave vol 37 oi 785, cur vol 5021 oi 18317
OI ALERT 53301: QQQQ 2009 03 24.00p: ave vol 1102 oi 4411, cur vol 11601 oi 59484
OI ALERT 99060: QQQQ 2009 03 25.00p: ave vol 1146 oi 11033, cur vol 15665 oi 113095
OI ALERT 62946: QQQQ 2009 03 26.00p: ave vol 558 oi 6297, cur vol 92757 oi 69136
OI ALERT 106134: QQQQ 2009 03 27.00p: ave vol 1697 oi 16144, cur vol 63893 oi 124402
OI ALERT 145773: QQQQ 2009 03 28.00p: ave vol 708 oi 22084, cur vol 52355 oi 168593
OI ALERT 123567: QQQQ 2009 03 29.00p: ave vol 711 oi 20910, cur vol 18332 oi 144061
OI ALERT 10110: QQQQ 2009 04 29.00c: ave vol 8666 oi 27837, cur vol 6995 oi 52550
OI ALERT -17242: QQQQ 2009 04 25.00p: ave vol 10568 oi 39139, cur vol 18925 oi 37170
OI ALERT 17266: QQQQ 2009 06 20.00p: ave vol 500 oi 500, cur vol 6788 oi 17766

rnhoo

Nice. Where did you get the data?