Twin Ends In Sight

Options players are bracing themselves for potentially whippy markets, as today’s big early morning rally must confront key information from both the political and the economic fronts later in the day. On the political scene, we will know after noon Eastern today to
a degree of high probability the outcome of the election: Either it will be over and Bush
will triumph, or it will launch into a showdown between the courts and the legislature in
Florida. Regardless, with Tuesday as election D-day, both the public at large and the
market head into their last weekend of profound electoral uncertainty. How this plays out
will dictate our price direction and vol. direction.

 On the economic front, the options market is digesting the somewhat mixed
job reports numbers released before the bell today. Early market activity showed a steady
increase in levels of volume. The numbers looked like this:

Pre-open order volume was moderate today. Overall, call buyers led sellers 4:3, and put
sellers led buyers 7:3.  Top five order volume leaders were as follows:
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INTC |
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,
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,
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,
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and
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.  In pre-bell activity, MSFT put sellers outnumber buyers 5:2.
DELL call sellers out paced buyers 4:3.
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call buyers are out in force leading sellers
8:3.
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call buyers led sellers 5:1.

First order volume was heavy. Overall, call sellers led buyers now 2:1, while put
buyers and sellers were even at 1:1. Top five order volume leaders were as follows: INTC,
QCOM, JNPR, CSCO and
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CIEN |
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. INTC call sellers outpace buyers 2:1. JNPR call sellers are out
in force over buyers 3:1. CSCO call sellers also out-gun buyers 3:1. Ditto JDSU and CIEN.
PMCS has a preponderance of put-buyers. MSFT put sellers led buyers 3:1.
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call buyers
lead sellers 5:3, while put sellers led buyers 7:3.

We feel that the markets may have bottomed out, with the tech sector’s big upside
bounce on the heels of INTC’s release of bad numbers a Bullish indicator. We continue to
monitor for put spread opportunities, but remain on hold. Use this strength to continue to
scale out of your calls and call verticals.