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Thanks cobraCobra wrote:Paging Dr AI, I asked Jason from Sentimentrader, the screenshot below is why he said now CPCE (CBOE Equities Put Call Ratio) includes SPY, besides this he has no other official document back him up. Personally, I think CBOE didn't change CPCE definition, the SPY or other ETFs are always included in the CPCE.
Yes, that's exactly what I think: If any big changes in definition, CBOE would have announced that. I did search a lot on the Internet too and found nothing. So I'd assume the CPCE still is the old CPCE.Al_Dente wrote:Thanks cobraCobra wrote:Paging Dr AI, I asked Jason from Sentimentrader, the screenshot below is why he said now CPCE (CBOE Equities Put Call Ratio) includes SPY, besides this he has no other official document back him up. Personally, I think CBOE didn't change CPCE definition, the SPY or other ETFs are always included in the CPCE.
I spent way tooooo long last night trolling around the net and cboe.com.
Couldn’t find a single thing about them changing the composition of the CPCE.
Seriously, that would be BIG NEWS if they changed that !!!
THANKS AGAIN, I REALLY APPRECIATE ALL YOUR HARD WORK