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Schaeffer’s put/call open interest ratio



Написано Bell | Tue, Mar 14 at 07:50am:

Только что нашел на http://www.schaeffersresearch.com/sentiment/observations.asp?ID=1193


"Schaeffer’s put/call open interest ratio (SOIR) has not even paused in its tremendous rise of late, and gave a reading at 7.85 as of Friday’s close. This is one of the highest levels the SOIR has reached for the QQQ of late (see the chart below). As the tech sector heads into uncharted territory, and options traders keep betting on a downfall in the sector, our contrarian reading gives a clear bullish signal. The reasoning behind this rationale is that when traders are betting against a trend and in the majority, like we’ve seen with the QQQ since November, they are usually wrong. That has been the case so far and is still continuing. To learn more about SOIR, check out Schaeffer’s Daily Sentiment."


Вопрос, где можно посмотреть текущее значение put/call ratio на насдак? Можно ли считать SOIR аналогом VIX для насдака?

Удачи. Александр.


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