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Article Archive For Robert R. Prechter and David A. Allman

  • Put-call sentiment indicator by Robert R. Prechter and David A. Allman

    ARTICLE SYNOPSIS ...Put-call sentiment indicator by Robert R. Prechter and David A. Allman Put/call ratios based on volume and dollar value have been widely used by technicians (see ""Option premiums,"" Stocks & Commodities, December 1989). A third approach has been substantially overlooked. Since the Standard & Poor's 100-Stock Index (OEX) was introduced in March 1983 for the purpose of trading options on a market index, we have kept a ratio of the open interest on OEX puts vs. calls. We have found that a 10-day moving average of that ratio appears to be a substantive market indicator. It produces less erratic ...

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