Posted by jdaswani on 10th of Aug 2018 at 08:24 am
What is the ISE Equity Ratio? How do we extrapolate the meaning?
I am in a meeting, so if it was discussed in newsletter, apologies
ahead of time. But a response here would be much appreciated.
The
ISESentiment Index is calculated as a daily
ratioof call option volume to put option volume.
Call options, of course, increase in value when the underlying
stock's price rises, while puts gain value when the price falls.
Therefore, this ISE calculation is a
ratioof bullish bets to bearish bets.
Simply put, very high readings(above 200%) are viewed as
bearish leaning and typically are followed by a pullback to some
degree in the market
What is the ISE Equity
Meisler
Posted by jdaswani on 10th of Aug 2018 at 08:24 am
What is the ISE Equity Ratio? How do we extrapolate the meaning? I am in a meeting, so if it was discussed in newsletter, apologies ahead of time. But a response here would be much appreciated.
The ISESentiment Index is calculated
Posted by steve on 10th of Aug 2018 at 08:25 am
The ISESentiment Index is calculated as a daily ratioof call option volume to put option volume. Call options, of course, increase in value when the underlying stock's price rises, while puts gain value when the price falls. Therefore, this ISE calculation is a ratioof bullish bets to bearish bets.
Simply put, very high readings(above 200%) are viewed as bearish leaning and typically are followed by a pullback to some degree in the market
thanks Steve
Posted by jdaswani on 10th of Aug 2018 at 09:47 am
thanks Steve