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ISE Sentiment Index
The ISE Sentiment Index (ISEE) is designed to show how investors view stock prices. ISEE only measures opening long customer transactions on ISE. Transactions made by market makers and firms are not included in ISEE because they are not considered representative of market sentiment due to the often specialized nature of those transactions. Customer transactions, meanwhile, are often thought to best represent market sentiment because customers, which include individual investors, often buy call and put options to express their sentiment toward a particular stock.
ISEE is computed by dividing opening long call options bought by customers by opening long put options bought by customers.
Every time an investor buys an opening long call or an opening long put on the ISE, ISEE captures that transaction and processes it as part of a broader algorithm that measures buying activity within ISE, the world's largest equity options market. By collating the buying decisions of options investors (persons other than broker-dealers), it may be possible to gain a better understanding of marketplace trends, which can help refine investment decisions.
Calls and puts may provide a relatively candid view of how investors feel about a stock, or even the stock market. Those views may often appear in the options market before the stock market.
Sentiment indicators may be a valuable part of investment research because they provide a snapshot into the psychology of the options market. Sentiment indicators are not substitutes for investment research and common sense.
Information and data obtained from ISEOPTIONS.COM
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ISE Option Statistics
ISE Index Options Volume Put Call Statistics
ISE Equity Options Volume Put Call Statistics
ISE Combined Volume Put Call Statistics
PHLX Option Statistics
PHLX Index Options Volume Put Call Statistics
PCX Option Statistics
BOX Option Statistics
TOTAL Option Statistics
TOTAL Index Options Volume Put Call Statistics
AMEX Option Statistics
AMEX Index Options Volume Put Call Statistics
CBOE Option Statistics
CBOE Index Options Volume Put Call Statistics