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Technology Stocks : Ascend Communications (ASND)
ASND 213.290.0%Jan 2 9:30 AM EST
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To: Sowbug who wrote (39182)3/15/1998 7:50:00 AM
From: OMM   of 61433
 
Perhaps there is a psychological effect at work, but the decay should not be larger than the weekends 1, 2, and 3 weeks before expiration. Of course if volatilities come in, then it will also look like the decay was pronounced. Maybe there is a phenomenon at work that vols go down a bit around expiration. That would explain what Glenn is observing. I have not looked at implied volatilities around expiration on a regular basis.

OMM
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