How to Obtain ISE Sentiment Index Data

ISE Sentiment Index is to gauge retail investors’ sentiment in the market by measuring the number of opening call options vs. opening put options, which are placed orders on the International Stock Exchange platform. 

The International Securities Exchange launched the ISEE in 2002.  This index is to gauge retail investors’ sentiment in the market by measuring the number of opening call options vs. opening put options, which are placed orders on the International Stock Exchange platform. 

According to Barron’s, the ISEE data focuses only on calls and puts transaction amounts made by retail investors, such as individual investors, money managers, and hedge funds managers, etc.  Therefore, retail investors’ transaction patterns and behavior is believed to be able to determine the market sentiment from an expert’s view. This is due to the fact that the data is not significantly skewed by a large quantity of options traders or money makers.           

The intra-day ISEE reading is refreshed every 20 minutes.  It is available 10, 30, and 50 minutes after the hour, starting from 7:50am and ending at 4:10pm. However, the moving averages (10, 20 and 50 days) are retrieved once a day only, and available after the market closes. The last reading at close is the daily reading.  Investors can trace the following link to get the most recent data to track the trading pattern and sentiment derived from the options speculators. 

http://www.ise.com/market-data/isee-index/

The International Securities Exchange (ISE) provides free daily data of the ISEE, which are gauged on 1,700 plus securities that trade options on ISE.  The historical data for the ISEE is available on ISE website as well. The ISEE Index for All Securities was accessible starting in April 2002. On the other hand, the other two ISEE indices Equities only and Indices, & ETFs only, tracked back to January, 2006.  Traders can subscribe to the following website to receive the end-of-day email by applying Crtl + Click this link:

            sign up for the ISEE Alert email. 

       Credited to http://www.ise.com/market-data/isee-index/


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