Friday 22 April 2011

OEX Put/Call Open Interest Ratio


As of April 7th

Options contracts currently outstanding on the S&P 100 index (OEX), which comprise most of the largest stocks in the market, has once again become skewed towards the put side.

There are currently 176 put options open for every 100 call options on that index.  We saw a similarly high ratio just before the March correction, and before that we'd have to go back to July 2007 (also not a particularly auspicious time to own stocks).

No comments:

Post a Comment