The put to call ratio on the fund is currently at its highest since June 2010.
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Basically, when the put-call ratio reverses from extreme negative readings and begins to reflect optimism, it is associated with subsequent price appreciation in the underlying stock.
In the case of Cephalon, McMillan got his "buy" signal from the put-call ratio, a measure of investor sentiment expressed as put open interest divided by call open interest.
It looks like a number of other ratio call spreads have taken shape on Yahoo!
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The largest single trade on YHOO today, a one-by-two ratio call spread, suggests the price of the underlying may post limited gains during the first seven months of 2012.
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So let's look at a statistic we might call the dominance ratio: the ratio of the winner's percentage of return points won to his opponent's percentage of return points won.
The ISE Sentiment Index is a ratio of call options to put options.
At risk of echoing my retailer friends, I have to admit I didn't taste much that wasn't good, and there were even a few wines I'd even call great, particularly in terms of price-quality ratio.
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We then put a number on the debt-to-equity ratio: Less than 100%, or what we call one time.
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This ratio rests in the 12th annual percentile, as traders have rarely been more call-heavy on the solar energy specialist.
The capital increase allows Deutsche Bank to act from a position of strength with only modest dilution to shareholders, while putting the bank's ultimate 10% capital-ratio target within reach, the lender said in a slide show for an analyst call scheduled for Tuesday morning.
Compared to similar readings of the past year, this ratio sits in the 20th percentile, implying that short-term options players are much more call-biased than usual right now.
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Austria's central bank has said that Austrian bank subsidiaries in central and eastern Europe should not exceed a loan-to-deposit ratio of 110%, a way of ensuring that their funding needs do not make too great a call on resources back at headquarters.
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