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Strategies & Market Trends : Waiting for the big Kahuna
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To: William H Huebl who wrote (40594)6/13/1999 11:29:00 PM
From: Gersh Avery  Read Replies (1) of 94695
 
Nice to see you back Bill.

Had me worried there ..

I've been playing with OI.

Downloaded all option OI on every stock in the OEX and crunched some numbers. It seems that there may have been some sort of arb play that ran something like :

Sell calls on stocks and puts on indexes.

#reply-10099349 had a slight miscalculation which I fixed:
#reply-10099728

Welcome back

Gersh
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