| NUMERICAL
DATA |
TWO
WEEKS AGO |
ONE
WEEK AGO |
LAST
WEEK (June 26th) |
| Weekly
Options Summary |
Calls |
Puts |
Ratio |
Calls |
Puts |
Ratio |
Calls |
Puts |
Ratio |
| Total
Options Volume |
10.970.936 |
9.354.209 |
1,17 |
13.459.999 |
12.772.691 |
1,05 |
9.497.139 |
8.575.975 |
1,11 |
| Total
Open Interest |
152.429.525 |
134.571.300 |
1,20 |
153.841.348 |
139.308.169 |
1,17 |
126.859.569 |
109.954.392 |
1,13 |
| Equity
Options Volume |
7.244.112 |
4.788.402 |
1,51 |
8.320.159 |
6.094.095 |
1,37 |
5.932.477 |
4.214.423 |
1,41 |
| Index
Options Volume |
3.726.791 |
4.565.807 |
0,82 |
5.139.787 |
6.678.596 |
0,77 |
3.564.637 |
4.361.502 |
0,82 |
| SPX
Options Volume |
1.110.110 |
1.818.563 |
0,61 |
1.533.585 |
2.385.854 |
0,64 |
983.032 |
1.447.412 |
0,68 |
| Open
Interest |
6.080.084 |
8.543.803 |
0,71 |
3.816.626 |
5.607.238 |
0,68 |
4.141.735 |
6.120.217 |
0,68 |
| OEX
Options Volume |
61.425 |
84.286 |
0,73 |
106.732 |
122.811 |
0,87 |
64.595 |
64.908 |
1,00 |
| Open
Interest |
136.860 |
149.441 |
1,37 |
154.937 |
164.560 |
1,15 |
111.277 |
87.716 |
1,00 |
| MNX
Options Volume |
16.908 |
21.457 |
0,79 |
23.901 |
30.190 |
0,79 |
16.762 |
28.828 |
0,58 |
| Open
Interest |
724.206 |
756.861 |
0,96 |
571.517 |
574.354 |
1,00 |
585.561 |
621.419 |
0,94 |
| DJX
Options Volume |
39.162 |
38.434 |
1,02 |
58.292 |
62.733 |
0,93 |
31.600 |
36.613 |
0,86 |
| Open
Interest |
299.383 |
302.373 |
0,99 |
173.865 |
195.261 |
0,89 |
194.799 |
209.852 |
0,93 |
| NDX
Options Volume |
29.432 |
36.103 |
0,82 |
53.016 |
61.407 |
0,86 |
16.598 |
22.849 |
0,73 |
| Open
Interest |
211.322 |
270.216 |
0,78 |
142.626 |
199.464 |
0,72 |
153.067 |
221.833 |
0,69 |
| XAU
Options Volume |
5.679 |
3.867 |
1,47 |
7.363 |
2.634 |
2,80 |
4.268 |
4.666 |
0,91 |
| Open
Interest |
17.368 |
13.172 |
1,32 |
13.526 |
8.342 |
1,62 |
16.715 |
11.263 |
1,48 |
| Dow
Jones |
High |
Low |
Close |
High |
Low |
Close |
High |
Low |
Close |
| Weekly
Range |
8877,93 |
8633,07 |
8799,26 |
8798,5 |
8461,29 |
8539,73 |
8538,83 |
8259,43 |
8438,39 |
| S&P
500 Futures |
High |
Low |
Close |
High |
Low |
Close |
High |
Low |
Close |
| Premium
(SP M9) |
1,35 |
-2,83 |
-1,51 |
0,03 |
-5,53 |
-5,53 |
-2,94 |
-5,00 |
-5,00 |
| S&P
500 Futures |
High |
Low |
Close |
High |
Low |
Close |
High |
Low |
Close |
| Calendar
Spread (SPM9/U9) |
-4,20 |
-3,90 |
-4,00 |
-4,50 |
-4,10 |
-4,10 |
-4,20 |
-4,20 |
-4,20 |
| S&P
500 (SPX) |
High |
Low |
Close |
High |
Low |
Close |
High |
Low |
Close |
| Weekly
Range |
956,23 |
926,44 |
946,21 |
942,45 |
903,78 |
921,23 |
922,00 |
893,04 |
918,90 |
| S&P
100 (OEX) |
High |
Low |
Close |
High |
Low |
Close |
High |
Low |
Close |
| Weekly
Range |
444,47 |
431,25 |
440,3 |
438,41 |
422,46 |
430,43 |
430,19 |
416,75 |
428,87 |
| Precious
Metals |
Gold
|
Silver |
XAU |
Gold
|
Silver |
XAU |
Gold
|
Silver |
XAU |
| Weekly
Close |
937,25 |
15,03 |
145,12 |
935,25 |
14,39 |
141,64 |
942,00 |
14,1 |
143,8 |
| Investor
Sentiment |
Bull |
Bear |
Neutral |
Bull |
Bear |
Neutral |
Bull |
Bear |
Neutral |
| AAII
Index |
39,3 |
39,3 |
21,4 |
33,3 |
46,4 |
20,3 |
28,0 |
48,8 |
23,2 |
| NYSE
Program Trading * |
Buy
Progr. |
Sell
Progr. |
%
NYSE |
Buy
Progr. |
Sell
Progr. |
%
NYSE |
Buy
Progr. |
Sell
Progr. |
%
NYSE |
| NYSE
Program Trading |
422,4 |
398,2 |
28,3 |
352,0 |
334,0 |
30,7 |
579,3 |
575,4 |
40,4 |
|
|
|
|
|
|
|
|
|
|
* Released one week
after applicable date
|
