CBOE Put/Call Ratio PCRATIO.Z [INDEX]

Can you tell me what CBOE P/C Ratio this is?

Upon visiting the CBOE site and downloading the variou XLS files available there through todays date, I found that none of the CBOE PC Ratios ending values correspond with the value provided by your symbol PCRATIO.Z[INDEX].

Please tell me what this ratio is, and/or what would be involved in getting the IQFeed to supply the actual three PC Ratios provided by and at the CBOE website on this page: http://www.cboe.com/data/PutCallRatio.aspx

In all cases the terminating value does not correspond with the terminal value in the PCRATIO.Z Index from the servers. Further, looking back down the data chains and comparing them, it is clear that the data returned by PCRATIO.Z does not correspond to the published data at CBOE.

The CBOE splits its PC Ratios into to subsets, as well as provides a combined set. The splits are for equity and index options.

As of 12-23-05 the breakdown for terminal values [Daily] is as follows:

Index: 1.39
Equity: .51
Combined: .69

Your terminating value for the index as of 12-23-05 is .88.

Please explain what your data set is derived of, and if-when-how we can get the actual data published by CBOE into the IQFeed stream.

Scott

Edited by swhitney on Dec 25, 2005 at 04:01 PM

Thank you for the report. We have someone looking into this.

-Steve

I believe you posed this question to our support personel as well (support@iqfeed.net) and my research has returned the same results.

The PCRATIO.Z is for the combined CBOE put to call ratio and it does match the CBOE web site. On 12-23-05, we have a closing value of .69 (same as your example).

We can look into carrying the Index and equity option put call ratios separately but I cannot make any promises one way or another at this time.

-Steve