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CBOE Options Advance Decline

by The trader, 3400 days ago
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I have already uploaded several items to get advance decline issues from several US exchanges. For example, the Advance-Decline-Unchanged issues for NYSE, AMEX and NASDAQ gets the number of advancing, declining and unchanged issues from the New York Stock Exchange, American Stock Exchange and NASDAQ.

This CBOE Options Advance Decline will get the number of options issues (put and call options) that are advancing and the number of options issues that are declining for the Chicago Board of Exchange.

This item downloads historical data for the period you specify and then creates the following ticker symbols:
^ADVCO (CBOE Options Advance): This is the daily number of advancing options issues. It is the number of options issues whose today's close price is higher than yesterday's close price. On May 28, 2010, the CBOE Options Advance indicator was equal to 9,676.
^DECCO (CBOE Options Decline): This is the daily number of declining options issues. On May 28, 2010, the CBOE Options Decline indicator was equal to 12,409.

The CBOE Options Advance-Decline Line is a medium term market breadth indicator. It can be created by calculating the difference between the number of advancing options issues and the number of declining options issues and then adding the result to the previous value of the CBOE Options Advance-Decline Line.

Several other market breadth indicator, such as the Absolute Breadth Index, the Advance Decline Ratio, which are usually constructed using the advance decline data of stocks, can be created using the advance decline options issues numbers. You simply need to change the number of advancing stocks by the number of advancing options issues and the number of declining stocks by the number of declining options issues.

The daily number of put and call options issues traded on the CBEO is available here CBOE Options Issues Traded.




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Type: Download Script

Object ID: 503


Country:
United States

Market: Stock Market

Style:
Technical Analysis

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