Index Option Analytical Charts

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For explanations of these charts visit the Table of Contents

There are several families of charts presented on this page for SPX, OEX, NDX, DJX, XAU index options:

• Life Of Contract Expenditures
• Total Index Option Volume Z Indicator relative to 60 day simple moving average. Z indicator is 6 day sum.
• Total Index Option Volume versus underlying index
• Classification of Traders: Retail Customers, Exchange Market Makers, Large off-the-floor Firms.
• Volume: In-the-Money (IM) versus Out-of-the-Money (OM)
• Volume: Calls versus Puts
• Open Interest: In-the-Money (IM) versus Out-of-the-Money (OM)
• Open Interest: Calls versus Puts
• Change in Open Interest Value: In-the-Money (IM) versus Out-of-the-Money (OM)
• Change in Open Interest Value: Calls versus Puts
• FLIPs: volume that exceeds change in open interest
  • In-the-Money (IM) versus Out-of-the-Money (OM)
  • Calls versus Puts
• Exchange errors: Changes in open interest that exceeds volume.
  • In-the-Money (IM) versus Out-of-the-Money (OM)
  • Calls versus Puts
• Trading Volume Histograms by option price: In-the-Money (IM) versus Out-of-the-Money (OM)
• Dollar Value Traded Histograms by option price: In-the-Money (IM) versus Out-of-the-Money (OM)

SPX	OEX	DJX	NDX	XAU

SPX	OEX	DJX	NDX	XAU

SPX	OEX	DJX	NDX	XAU

created 11/4/03, ©2003 The Small Investors Software Co. All rights reserved.