Quantitative Partners

Phil Erlanger Research Co.

Options Rank

Example Chart

The Erlanger Options Rank is designed to identify overbought and oversold conditions with regard to individual stocks. This is accomplished by observing excess sentiment and speculation on the part of equity options traders - and when the market moves against such excesses, the anticipated squeeze play is an opportunity for investors. The observations are stock-by-stock, and comprise daily trading elements such as: volume of equity contracts traded, price and strike price of equity contracts traded, open interest of equity contracts outstanding, and total money flow into equity contracts.

Range 1 to 100