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Pastimes : ask Luc about gold
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To: accountclosed who wrote (20)6/19/1999 8:29:00 PM
From: BGR   of 357
 
AntMan,

I use the CBOE options calculator, which I believe uses Cox-Rubenstein and not Black-Scholes. I try to get LEAPS unless too pricey, in which case I go for the short term ones with maximum time to expiration. As for strikes, I try to get modarately OTMs like 10-15% out with a 6-month average volatility of 70, 30% out with average volatility of 100+ etc. Also, I buy options only if the implied volatility is at least 30% below the 6-month average.

Finally, of course, there is the stock selection.

-BGR.
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