tag:blogger.com,1999:blog-897456774486153841.post9051879141536222624..comments2024-03-29T03:46:10.767-07:00Comments on VIX and More: International Securities Exchange Revamps Implied Volatility ChartsBill Lubyhttp://www.blogger.com/profile/01241003017364820134noreply@blogger.comBlogger7125tag:blogger.com,1999:blog-897456774486153841.post-49464706291947122672013-06-05T07:26:21.112-07:002013-06-05T07:26:21.112-07:00Good day I am sо thrilled I found уouг
site, I re...Good day I am sо thrilled I found уouг <br />site, I really founԁ you by еrrοr,<br />ωhіle I waѕ loοking on Asκјеeve for something elsе, <br />Nonethelеsѕ I аm here nοw аnd would <br />ϳust liκе to ѕaу thanks а lоt for а tгemendous poѕt аnd а all rоund enteгtаining blοg (I аlso love thе theme/ԁesіgn), I <br />don’t haѵe timе to rеad thrοugh <br />it аll at the mіnute but Ӏ havе saved іt and also addeԁ іn <br />your RSS fеedѕ, so ωhen I have tіme I wіll be bаck to reаd a great deal moгe, Please do keeρ up the fantastіс <br />worκ.<br /><br />Take a loοk at my wеb blog; <a href="http://www.prweb.com/releases/Sunrise-Reputation/Reputation-Management/prweb10687978.htm" rel="nofollow">reputation management</a>Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-4556584409626361912008-11-23T14:52:00.000-08:002008-11-23T14:52:00.000-08:00Joe,You can download the full set of historical da...Joe,<BR/><BR/>You can download the full set of historical data (going back to 2002) from the ISE web site if your are interested.<BR/><BR/>Cheers,<BR/><BR/>-BillBill Lubyhttps://www.blogger.com/profile/01241003017364820134noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-56063250054377690182008-11-23T11:17:00.000-08:002008-11-23T11:17:00.000-08:00Thanks for both of your comments and also for poin...Thanks for both of your comments and also for pointing out the equity/indices ISEE type. There are significant differences for options 1, 2, and 3.<BR/><BR/>My guess is that while the extreme point is a good indicator of market direction, you probably need better data than you can get for free, so that you can determine whether you actually have an extreme. I note that the stocks have daily and previous ISEE numbers, but no historicals.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-28645586628430740602008-11-23T10:02:00.000-08:002008-11-23T10:02:00.000-08:00Anon above nailed some of the reasons why I like t...Anon above nailed some of the reasons why I like the ISEE. First, know that it comes in 3 flavors:<BR/>1) Equity only (my favorite)<BR/>2) Indices + ETFs<BR/>3) "All Securities" (sums #1 and #2 above)<BR/><BR/>The ISEE uses only customer opening long transactions only and excludes market maker and firm/proprietary trades. For these reasons, I believe the equity only ISEE is the 'purest' of all the put to call ratios (actually call to put in the ISEE calculations) and the best indicator for retail sentiment. As such, it is generally a good contrarian indicator at market extremes.<BR/><BR/>Try "ISEE" on the VIX and More custom Google blog search for more information. You might also want to check out "CPCE" too.<BR/><BR/>Cheers,<BR/><BR/>-BillBill Lubyhttps://www.blogger.com/profile/01241003017364820134noreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-57239422083192872982008-11-23T07:46:00.000-08:002008-11-23T07:46:00.000-08:00Hey Joe,The ISE is unique in that its Equity Only ...Hey Joe,<BR/>The ISE is unique in that its Equity Only c/p ratio calculates opening 'long' orders only, aka..buy orders. An abundance of opening long put orders signals extremes in fear that often occur near bottoms. It tries to filter out the complex buying and selling strategies that funds use to give us a more pure picturee of demand for calls and puts.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-12189859689599139532008-11-22T18:14:00.000-08:002008-11-22T18:14:00.000-08:00Thank you for the informative blog. I have taken a...Thank you for the informative blog. I have taken a strong interest in the options market in the past few months and this blog has been a help. I have a couple of questions.<BR/><BR/>Doesn't this ISEE measure weight towards the sentiment of retail investors? Is this a good way to evaluate the direction of the market, or an inverse way to evaluate the direction? (i.e. if the hedge funds and market makers run the market, wouldn't you expect them to want to drive up prices in order to take profits on retail investors who have purchased more puts than calls?)<BR/><BR/>Any input is appreciated!Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-897456774486153841.post-18294733098749303882008-11-21T13:56:00.000-08:002008-11-21T13:56:00.000-08:00I guess, the indicator worked!I guess, the indicator worked!Anonymousnoreply@blogger.com