ES Journal Archive (2009 - 2010)

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Quote from volente_00:

943 is what I have. To many puts out to let this fall much below 870 but June is another story.

Actually from the 800 to 950 strikes, there is 40% more Open Interest in calls than puts.

Call OI (in thousands) Strike Put OI (in thousands)
152 800 166
61 825 48
81 850 78
44 875 23.5
59 900 31.5
54 925 4
50 950 5
501 Total 356
 

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