Friday, February 2, 2007

ISEE Sentiment Indicator

"A measure of investor sentiment in the market measured by looking at the number of opening long call options to opening long put options purchased on the International Stock Exchange. The measure only considers the purchases of customers and does not include the purchases made by market makers, as customers are thought to be the best measures of sentiment."

Long Calls Purchased
------------------------- X 100 = ISSE
Long Putts Purchased

www.investopedia.com

No comments: