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risk definitely interested! Rudi

I am interested as well. I trade the HSI, SGXNK and the K200, using mostly options though. Rudi

Andy enjoying your journal. I have recently started trading spreads as well, both electronic and pit traded. Just wondered what you take into consideration when evaluating "correlation plays" rather than, say, seasonal trades? Rudi

Riskarb thanks for the extension in my learning on options. I suspect that you will always trade the near month because of theta decay. Are there conditions under which you would be prepared to go further out? Rudi

Riskarb thanks for the info. Much appreciated. Rudi

Riskarb thanks very much for continuing on this very interesting thread, which has taught me a lot about exotics. I have so far avoided trading them, primarily because my options software (OptionVue) does not allow for modelling these types of options. Is there any commercially available...

Just to follow up. IVolatiltiy can and do provide the daily call and put contract volume data. Thanks again Profitaker for the info. Rudi

Profitaker Thanks for the link. I had a look. IVolatility provide the put and call volume data on a per options contract basis. It would mean that I would have to aggregate it to a per ticker code basis. I have now asked them whether they provide this on a per ticker code basis and let...

Choad thanks for this, but I already have this link as well as the one to the OCC. Both of these, however, only cover the market as a whole. I was wondering whether there is a data vendor/supplier which will allow me to determine the individual tickers for which I want the PCR, eg each...

I have been experimenting with using the PCR for trade entry for a while. I am now looking to extend this to individual equities but am having a tough time finding the raw data for daily call and put volumes. Does anyone have an idea as to where to get this so that I can manipulate the data...