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For definitions, explanations and
how to use this data go to OSCC Floor Value Page.

Explanation of the
Over / Under Priced Options Lists:
These products show our relative value of options. Over or under priced options are listed by their relative over or under value. The Lists are based on the generally very accurate OSCC Quotes. The Over & Under Valued price list is the result of comparing the OSCC Quote indicated T-Bond option "par values" with each other and sorting them. Click here to see typical list. If and when this is done during the day the accuracy will be affected by the fact that option contracts more than 3 moths out will be using estimated futures.

Why the OSCC Over / Under Priced Options Lists: In a perfect world all options would be "On par" with each other and there would be no over or under priced options. However, this is not a perfect world and options may get mispriced. Our program constantly recalculates what this "On par" values is for all Calls and Puts at all strike prices. Currently the OSCC Over & Under Priced Options List is done by comparing today's actual prices with the adjusted average "On par" value using today's parameters. This is the "Today O&U List"

Another list the "Long Term Over and Under List" ( Long Term O&U List") is now available that compares today's actual prices using historical "On par" averages. This is an 8 week moving average of the current days "par value" (parameters) I currently use a 5 and 10 business day term for my option premium outlook analysis. I analyzed my historical data and found that at 8 weeks all my parameters produce curves that basically flatten out or become very long smooth curves that form a steady level for comparisons. Since it appears "par value" values always return to this historical level, this then becomes the base level that can be used to determine if present options are over or under valued based on historical data. This should prove very valuable to position traders.This provides another view as to where options are going in the months ahead.

An historical record for both lists is kept in "Previous Days O&U List".
The Today List using the current day's parameters will be denoted as TD.
The Long Term List using the 8 week moving average parameters will be denoted as LT.

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