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November 2020 options fear index
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Don Smith
Posted 7/7/2020 22:11 (#8360445)
Subject: November 2020 options fear index



Centre county Pennsylvania, USA
US stock market (SPY) November 2020 options fear index is bearish @ 1.2

Soybean November 2020 futures options fear index is bullish @ 0.47

Options fear index is put premium/call premium for greatest volume near the money.


Tables below show applicable parsed options chains that were downloaded from Barchart.

------------------------------------------------------------------------------
Calls for greatest volume near the money:

spy-options-exp-2020-11-20-monthly-near-the-money-side-by-side-07-04-2020.csv
date: 07-04-2020
call strike: 315.0
call volume: 572.0
call premium: 18.24

zsx20-options-american-options-exp-10_23_20-%moneyness%-side-by-side-intraday-07-04-2020.csv
date: 07-04-2020
call strike: 900-0
call volume: 3,770
call premium: 32-1

Puts for greatest volume near the money:

spy-options-exp-2020-11-20-monthly-near-the-money-side-by-side-07-04-2020.csv
date: 07-04-2020
put strike: 315.0
put volume: 950.0
put premium: 21.79

zsx20-options-american-options-exp-10_23_20-%moneyness%-side-by-side-intraday-07-04-2020.csv
date: 07-04-2020
put strike: 860-0
put volume: 3,544
put premium: 15-2
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