Aggregate Option Data Report - The Big Picture on Options

(1) This report looks at all options where the Expiration Date is greater than today's date.   If Today is Options Expiration Day, these options are not included, since they expire so soon.

(2) Our theory is, "The Trend Is Your Friend" - trade the trend. If all the latest data is green, we consider it a bullish sign. Likewise, if all the latest data is red, we consider it a bearish signal and would prefer to short the market.

(3) This report is usually refreshed around 9PM Central Time each business day.

Date Contract TypeCall VolumeCall Open InterestCall Dollar Value of VolumeCall Dollar Value of Open Interest Contract TypePut VolumePut Open InterestPut Dollar Value of VolumePut Dollar Value of Open Interest Call:Put Ratio of Dollar Value of Open InterestPut:Call Ratio of Dollar Value of Open Interest
2010-08-06 CALL2,954,929119,777,127$1,110,707,236$66,444,278,636 PUT2,833,294107,722,250$898,458,578$48,804,483,285 1.4 : 10.7 : 1
2010-08-09 CALL2,689,800120,775,267$2,790,704,878$68,332,357,743 PUT2,137,754109,011,713$781,903,358$47,036,528,154 1.5 : 10.7 : 1
2010-08-10 CALL4,651,127121,790,844$3,274,244,961$65,612,623,710 PUT2,799,672110,007,382$1,528,091,673$49,196,369,059 1.3 : 10.7 : 1
2010-08-11 CALL4,093,612122,887,754$1,236,509,657$56,521,658,130 PUT4,377,226111,138,957$1,820,905,109$60,444,803,418 0.9 : 11.1 : 1
2010-08-12 CALL3,704,536124,370,054$958,357,446$56,067,472,859 PUT3,507,637113,018,375$2,122,432,413$63,080,186,832 0.9 : 11.1 : 1
2010-08-13 CALL2,816,203125,672,766$771,190,227$55,498,910,207 PUT2,596,320114,480,978$999,863,313$65,434,139,303 0.8 : 11.2 : 1
2010-08-16 CALL3,190,702126,746,595$3,571,481,825$55,547,157,067 PUT2,966,449115,570,888$1,273,386,304$64,859,264,971 0.9 : 11.2 : 1
2010-08-17 CALL4,273,911127,841,839$1,521,485,453$59,429,150,370 PUT3,398,697116,825,229$1,380,049,063$59,876,095,515 1.0 : 11.0 : 1
2010-08-18 CALL4,334,612129,402,759$1,247,292,309$59,330,393,358 PUT4,200,263118,316,828$1,762,312,528$60,309,380,265 1.0 : 11.0 : 1
2010-08-19 CALL4,633,339131,062,598$4,021,420,417$55,735,787,995 PUT4,789,422120,292,903$1,908,819,021$67,223,795,236 0.8 : 11.2 : 1
2010-08-20 CALL4,889,884132,852,237$1,262,294,693$55,102,713,890 PUT5,167,726122,290,743$1,936,434,124$69,044,645,024 0.8 : 11.3 : 1
2010-08-23 CALL6,140,849134,608,100$1,231,272,869$53,071,384,196 PUT4,767,671124,316,575$1,700,435,552$70,342,642,241 0.8 : 11.3 : 1
2010-08-24 CALL6,416,240137,546,315$1,361,943,986$49,781,721,185 PUT6,696,688126,303,928$2,066,242,761$77,603,242,093 0.6 : 11.6 : 1
2010-08-25 CALL6,640,746139,726,663$1,503,252,585$51,179,121,102 PUT6,035,769128,543,967$2,080,033,394$76,496,130,404 0.7 : 11.5 : 1
2010-08-26 CALL5,432,469142,031,032$1,729,224,129$49,798,846,278 PUT4,639,465130,473,090$1,914,912,445$80,110,930,634 0.6 : 11.6 : 1
2010-08-27 CALL7,167,710143,451,807$2,217,817,193$53,577,663,095 PUT5,027,481131,956,097$1,705,407,392$70,655,219,463 0.8 : 11.3 : 1
2010-08-30 CALL3,963,733145,399,270$744,627,980$50,169,547,116 PUT3,368,863133,443,455$1,727,501,036$78,714,199,104 0.6 : 11.6 : 1
2010-08-31 CALL5,672,460146,614,758$1,465,224,196$51,032,861,030 PUT4,597,462134,464,722$1,644,604,686$77,580,973,686 0.7 : 11.5 : 1
2010-09-01 CALL7,238,716148,395,059$1,969,728,939$59,157,246,734 PUT5,355,162135,926,407$1,780,316,254$64,270,383,572 0.9 : 11.1 : 1
2010-09-02 CALL5,492,616150,341,342$1,320,079,449$62,434,600,685 PUT4,410,088137,345,980$1,027,689,484$60,438,401,047 1.0 : 11.0 : 1
2010-09-03 CALL7,168,719151,871,435$1,981,053,911$67,145,749,175 PUT5,551,932138,773,620$1,243,476,947$54,772,346,152 1.2 : 10.8 : 1

CONSENSUS: NEUTRAL

Source: ActiveValueTrader.com

Data Processing Status

Newest date of data in database: 2010-09-03

Newest Message: All tasks completed at 2010-09-03 23:52:06


DISCLAIMER: Investing is risky. You can lose some or all of your money. This product is meant for educational purposes only. Void where prohibited. No warranty expressed or implied. This is not an offer to sell securities. Not responsible for errors. Consult a financial advisor before making any investment decisions.