Put/Call Ratios

[zottl]

$PCE-ST should be the ratio of all exchanges whereas $PCC-ST is the ratio of all CBOE options(index & equities).

Maybe Quote.com's Livecharts application is showing CBOE's equities PC-ratio which seems to be not available in eSignal.

Look at the KB at http://kb.esignalcentral.com/display...62&r=0.6956293

[Anson]

Guess we'll only know when eSignal clarifies it's $PCE-ST ratio.

A CBOE specific Equity only Put-Call ratio would certainly be most welcome as that's the one many ppl have watched for a long time on the CBOE site.

Personally, I find the equity ratios most useful for monitoring broader sentiment as that's where the "public" is supposed to be at.

[zottl]

I agree. That's also my opinion!

[mjones]

$PCE-ST is a calculation of all equity options eSignal gathers data for. The CBOE Put/Call symbol is $PCC-ST.

A better explaination of our Put/Call ratios will soon be included in the Put/Call Ratio KB article found here

[Anson]

Originally posted by mjones
$PCE-ST is a calculation of all equity options eSignal gathers data for. The CBOE Put/Call symbol is $PCC-ST.

A better explaination of our Put/Call ratios will soon be included in the Put/Call Ratio KB article found here

Hi mjones,

Thanks for the response.

I believe the $PCC-ST is for both futures and equities options on CBOE.

It would be great if eSignal could include the one for Equities only.
As can be seen on the left here:

http://www.cboe.com/data/IntraDayVol.aspx

Hope eSignal will seriously consider adding that. Thanks!

[ScottJ]

Anson, zottl,

Thanks for all your questions. This is exactly the type of dialogue we need during a beta period. As Mark indicated, we will address all of these questions in that KB article so all customers will benefit from your inquiries.

In terms of adding addt'l ratios, we definitely want to hear what you want to see and will pass that along to Product Development.

Thanks again.

[zottl]

Hi ScottJ,

Anson and me are interested in a CBOE specific Equity only Put-Call ratio

Thanks

[ScottJ]

Hi,

We should have the KB article updated by Friday with clearer details on the make-up of each of the put/call ratios we are now providing.

In terms of a CBOE Put/Call ratio for Equities only, that's not currently a part of our offering but I've asked that we add that one, along with the CBOE Put/Call ratio for Index Options only.

That way, we'd cover the three p/c ratios posted on the CBOE site.

More to come.

Thx

[zottl]

ScottJ,

that's great news. Thanks for your efforts.

[chud]

I'll add another vote for the equity only put-call ratio.

[Anson]

Any update on these?

Put / Call Ratio - CBOE Indices Coming Soon Indices Listed on CBOE
Put / Call Ratio - CBOE Equities Coming Soon Equities Listed on CBOE

[ScottJ]

Hi Anson,

Thanks for the reminder. We programmed these two additions several months back but the data wasn't quite matching the CBOE data archives. We had some follow-up questions for the CBOE and it appears those have now been sorted out. I checked the last few weeks of data and aside from a few rounding differences, data looks good. I've updated the KB article to include the new symbols.

Thanks.

[Anson]

Scott,

Thanks! Will check it out! A good time to have it too around now.

[evoit]

Put Call Ratios

Hi,

I noticed that the $PCC-ST seems to be relatively close to what the exchange is showing but $PCCE-ST doesn't seem close.

For 3/10/10 I have from CBOE .50 esignal is showing me .92

Am I crazy or is this still broken?

[ScottJ]

We're taking another look. Thanks.