Hi Trades, Wayne
This is a trial balloon on reducing the SIH11 options data.
What a pain, and may be too time consuming to be practical to keep it up.
If not into programming, the issues won't make sense.
At least the below table remained legible. The space separates the columns.
BUT eliminating all of the noise of the nickel intermediate strikes reduced about 375 entries down to 48, actually 38 if you eliminate the higher strikes with no OI.
I was frankly surprised at how clear the picture is of where the OI resides at the moment for Puts.
I did not do same for calls. You can almost do that by eye or manually a lot quicker than it took to extract the Put table below.
NOW, what is this info/picture worth ??? No clue at the moment, but there is a LOT MORE OI below 25 than was apparent in scanning that long table by eye !!!!
Enough for today !!!
Jan 22,2011
27.427
days 31
Symbol LastVal OpenInt
11P.....5.... 320
12P.... 5.... 240
13P.... 5.... 2,084
14P.... 10.... 1,262
15P.... 20.... 5,739
16P.... 35.... 1,160
17P.... 55.... 1,257
18P.... 80.... 1,017
19P.... 95.... 2,686
20P.... 105.... 5,460
21P.... 155.... 3,266
22P.... 240.... 1,722
23P.... 465.... 1,873
24P.... 870.... 2,429
25P.... 1570....3,157
26P.... 2745....656
27P.... 4555....454
28P.... 7155....825
29P.... 10480...418
30P.... 14370...694
31P.... 18760...114
32P.... 23390...29
33P.... 28190...0
34P.... 33070...3
35P.... 37995...0
36P.... 42950...0
37P.... 47930...0
38P.... 52920...0
39P.... 57915...0
40P.... 62910...0
41P.... 67905...0
42P.... 72895...0
43P.... 77890...0
44P.... 82885...0
45P.... 87885...0
50P.... 112875..0
55P.... 137870..0 [Maybe the message here is throw 5 or 10 bucks at both ends of a way/way OOM option a year or so out,
that you think may have a chance of moving AND like that oven salesman on the tube says "set it and forget it" !!!!!
Certainly would welcome/appreciate thoughts comments.
Thanks, Lee
PS
And yes, I spent too much time screwing with the presentation of the table but that's an issue with CGI and HTML on the web.
