| NUMERICAL
DATA |
TWO
WEEKS AGO
|
ONE
WEEK AGO
|
LAST
WEEK (May 9th)
|
| Weekly
Options Summary |
Calls |
Puts |
Ratio |
Calls |
Puts |
Ratio |
Calls |
Puts |
Ratio |
| Total
Options Volume |
9.711.296 |
9.267.004 |
1,05 |
9.571.105 |
9.150.876 |
1,05 |
10.494.019 |
9.573.194 |
1,10 |
| Total
Open Interest |
123.066.177 |
114.303.216 |
1,00 |
132.203.197 |
123.344.790 |
1,02 |
140.828.617 |
131.773.892 |
1,07 |
| Equity
Options Volume |
6.923.350 |
4.635.897 |
1,49 |
6.610.785 |
4.389.459 |
1,51 |
7.229.089 |
4.605.342 |
1,57 |
| Index
Options Volume |
2.787.815 |
4.631.107 |
0,60 |
2.960.224 |
4.761.417 |
0,62 |
3.264.829 |
4.967.850 |
0,66 |
| SPX
Options Volume |
648.874 |
1.580.887 |
0,41 |
739.235 |
1.533.770 |
0,48 |
907.342 |
1.680.035 |
0,54 |
| Open
Interest |
3.749.527 |
6.375.078 |
0,59 |
3.887.492 |
6.822.605 |
0,57 |
4.164.174 |
7.290.814 |
0,57 |
| OEX
Options Volume |
77.363 |
73.711 |
1,05 |
70.511 |
97.151 |
0,73 |
73.603 |
92.636 |
0,79 |
| Open
Interest |
97.935 |
100.491 |
0,95 |
114.072 |
125.511 |
1,38 |
126.402 |
151.680 |
1,26 |
| MNX
Options Volume |
30.970 |
41.052 |
0,75 |
27.190 |
59.506 |
0,46 |
41.333 |
49.903 |
0,83 |
| Open
Interest |
601.848 |
727.580 |
0,83 |
632.128 |
819.188 |
0,77 |
683.799 |
853.840 |
0,80 |
| DJX
Options Volume |
47.512 |
45.454 |
1,05 |
36.974 |
51.118 |
0,72 |
33.836 |
41.643 |
0,81 |
| Open
Interest |
350.210 |
286.908 |
1,22 |
365.720 |
302.521 |
1,21 |
379.124 |
310.976 |
1,22 |
| NDX
Options Volume |
59.281 |
31.119 |
1,90 |
37.201 |
52.471 |
0,71 |
32.564 |
47.987 |
0,68 |
| Open
Interest |
180.084 |
215.811 |
0,83 |
205.629 |
263.414 |
0,78 |
221.355 |
296.627 |
0,75 |
| XAU
Options Volume |
11.381 |
12.534 |
0,91 |
7.441 |
15.858 |
0,47 |
8.288 |
7.661 |
1,08 |
| Open
Interest |
38.884 |
38.846 |
1,00 |
45.500 |
48.169 |
0,94 |
49.021 |
50.260 |
0,98 |
| Dow
Jones |
High |
Low |
Close |
High |
Low |
Close |
High |
Low |
Close |
| Weekly
Range |
12942,26 |
12656,56 |
12891,86 |
13132,46 |
12793,10 |
13058,20 |
13058,45 |
12715,02 |
12745,88 |
| S&P
500 Futures |
High |
Low |
Close |
High |
Low |
Close |
High |
Low |
Close |
| Premium
(SP H8) |
4,86 |
-2,82 |
-0,74 |
2,26 |
0,36 |
1,90 |
2,73 |
-5,68 |
0,72 |
| S&P
500 Futures |
High |
Low |
Close |
High |
Low |
Close |
High |
Low |
Close |
| Calendar
Spread (SPM8/U8) |
2,40 |
2,90 |
2,90 |
2,70 |
1,90 |
2,00 |
2,00 |
1,50 |
1,50 |
| S&P
500 (SPX) |
High |
Low |
Close |
High |
Low |
Close |
High |
Low |
Close |
| Weekly
Range |
1399,11 |
1369,84 |
1397,84 |
1422,72 |
1383,07 |
1413,90 |
1421,57 |
1384,11 |
1388,28 |
| S&P
100 (OEX) |
High |
Low |
Close |
High |
Low |
Close |
High |
Low |
Close |
| Weekly
Range |
647,57 |
632,89 |
644,85 |
657,63 |
640,11 |
653,47 |
655,10 |
637,37 |
639,20 |
| Precious
Metals |
Gold
|
Silver |
XAU |
Gold
|
Silver |
XAU |
Gold
|
Silver |
XAU |
| Weekly
Close |
891,50 |
16,86 |
176,06 |
853,50 |
16,49 |
169,05 |
876,00 |
16,67 |
179,63 |
| Investor
Sentiment |
Bull |
Bear |
Neutral |
Bull |
Bear |
Neutral |
Bull |
Bear |
Neutral |
| AAII
Index |
46,7 |
27,5 |
25,8 |
53,3 |
26,3 |
20,4 |
52,8 |
24,7 |
22,5 |
| NYSE
Program Trading * |
Buy
Progr. |
Sell
Progr. |
%
NYSE |
Buy
Progr. |
Sell
Progr. |
%
NYSE |
Buy
Progr. |
Sell
Progr. |
%
NYSE |
| NYSE
Program Trading |
460,3 |
435,1 |
24,2 |
413,5 |
413,1 |
22,1 |
461,4 |
464,6 |
24,4 |
| NYSE
Member Report ** |
Purchases |
Sales |
Short
Sales |
Purchases |
Sales |
Short
Sales |
Purchases |
Sales |
Short
Sales |
| Total
(Thousands) |
6.433.666 |
6.433.666 |
1.649.440 |
6.758.078 |
6.758.078 |
1.683.222 |
6.723.262 |
6.723.262 |
1.670.234 |
| Specialists |
219.882 |
219.548 |
89.113 |
223.914 |
227.417 |
99.359 |
239.949 |
240.261 |
99.747 |
| Floor
Traders |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Other
Members |
1.147.846 |
1.216.118 |
475.514 |
1.230.564 |
1.217.032 |
448.627 |
1.255.833 |
1.273.672 |
441.851 |
| Odd-Lots |
37.602 |
41.961 |
16.427 |
40.888 |
39.317 |
12.778 |
40.446 |
41.858 |
14.256 |
* Released one week
after applicable date ** Released two weeks after applicable date
|
