February 6, 2006

Date

S&P 500

Call Volume

Put Volume

Total Volume

Put/Call Ratio

21-DMA

01/05/06

1,273.48

1,217,690

754,592

1,972,282

0.620

0.790

01/06/06

1,285.45

1,524,392

1,037,917

2,562,309

0.681

0.786

01/09/06

1,290.15

1,612,635

1,111,368

2,724,003

0.689

0.781

01/10/06

1,289.69

1,487,716

1,049,439

2,537,155

0.705

0.767

01/11/06

1,294.18

1,680,177

1,059,668

2,739,845

0.631

0.758

01/12/06

1,286.06

1,362,688

1,009,912

2,372,600

0.741

0.761

01/13/06

1,287.61

1,116,575

871,847

1,988,422

0.781

0.769

01/17/06

1,282.93

1,403,979

1,092,987

2,496,966

0.778

0.773

01/18/06

1,277.93

1,506,909

1,432,445

2,939,354

0.951

0.799

01/19/06

1,285.04

2,039,518

1,769,030

3,808,548

0.867

0.801

01/20/06

1,261.49

2,586,473

2,804,347

5,390,820

1.084

0.808

01/23/06

1,263.82

1,651,496

1,452,756

3,104,252

0.880

0.791

01/24/06

1,266.86

2,026,645

1,150,791

3,177,436

0.568

0.785

01/25/06

1,264.68

1,506,713

1,289,843

2,796,556

0.856

0.789

01/26/06

1,273.83

1,499,335

1,045,975

2,545,310

0.698

0.790

01/27/06

1,283.72

1,587,061

1,272,323

2,859,384

0.802

0.780

01/30/06

1,285.20

1,296,701

858,088

2,154,789

0.662

0.772

01/31/06

1,280.08

1,160,241

943,741

2,103,982

0.813

0.767

02/01/06

1,282.46

1,187,150

1,100,133

2,287,283

0.927

0.773

02/02/06

1,270.84

1,224,396

1,179,022

2,403,418

0.963

0.783

02/03/06

1,264.03

1,089,175

1,181,273

2,270,448

1.085

0.799

02/06/06

1,265.02

959,111

806,454

1,765,565

0.841

0.810

Average put/call ratio since 01/02/01:  0.807
Bullish = 21-DMA greater than or equal to 0.960
Bearish = 21-DMA less than or equal to 0.760

Put/Call Ratio (Equity & Index Options)
Daily Chart