SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Strategies & Market Trends : SgtPepper's Picks from the Option Force Monitor

 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  
To: SgtPepper who wrote (10)6/25/1999 5:40:00 AM
From: SgtPepper  Read Replies (1) of 36
 
FORECASTED AND CLOSING PRICES FOR EXPIRATIONS OF WEEK ENDING 06/18

------------------------------------------------------------------------------------------------------
FRI MON TUE WED THU FRI MON TUE WED THU FRI CHANGE
FUTURE 06/04 06/07 06/08 06/09 06/10 06/11 06/14 06/15 06/16 06/17 06/18 FROM 06/04
------------------------------------------------------------------------------------------------------
SPM a-Strike 1300 1300 1300 1300 1300 1300 1300 1300 1300 1300 0
F=0 (<) 1304 1304 1304 1304 1304 1304 1304 1304 1304 1304 0
CLOSE 1330 1332 1321 1319 1308 1296 1296 1305 1329 1342 12
% GAP 2.0 2.1 1.3 1.2 0.3 -0.6 -0.6 0.1 1.9 2.9 0.9

DJM a-Strike 103 104 104 104 104 104 104 104 105 105 2
F=0 (<) 103.7 103.7 103.7 103.8 103.8 103.8 103.7 103.8 104.2 104.3 0.6
CLOSE 108.4 109.0 107.7 107.1 106.3 105.0 105.8 106.4 107.8 108.6 0.2
% GAP 4.5 5.1 3.9 3.2 2.4 1.2 2.0 2.5 3.5 4.1 -0.4

CLN a-Strike 17 17 17 17 17 17 17 17 17 17 0
F=0 (<) 16.8 16.8 16.8 16.9 16.9 16.9 16.9 16.9 16.9 16.9 0.1
CLOSE 17.3 17.9 17.7 18.0 17.9 18.4 18.3 18.5 17.9 18.2 0.9
% GAP 3.0 6.5 5.4 6.5 5.9 8.9 8.3 9.5 5.9 7.7 4.7

USN a-Strike 117 117 117 117 117 116 116 116 116 116 116 -1
F=0 (<) 117.0 117.0 117.0 116.9 116.8 116.4 116.1 116.0 116.0 115.9 115.8 -1.2
CLOSE 116.1 116.1 115.6 115.5 114.9 113.8 114.4 114.4 114.6 116.1 115.8 -0.3
% GAP -0.8 -0.8 -1.2 -1.2 -1.6 -2.2 -1.5 -1.4 -1.2 0.2 0.0 0.8

TYN a-Strike 112 112 112 112 112 112 111 111 111 111 111 -1
F=0 (<) 111.8 111.7 111.7 111.7 111.7 111.6 111.4 111.3 111.3 111.2 111.2 -0.6
CLOSE 110.7 110.8 110.6 110.5 110.1 109.5 109.8 109.9 110.1 111.1 110.8 0.1
% GAP -1.0 -0.8 -1.0 -1.1 -1.4 -1.9 -1.4 -1.3 -1.1 -0.1 -0.4 0.6

LHM a-Strike 54 54 54 53 53 52 52 -2
F=0 (<) 54.0 53.5 53.4 53.3 53.3 52.4 52.3 -1.7
CLOSE 52.0 51.9 51.1 50.8 49.9 50.3 49.9 -2.1
% GAP -3.7 -3.0 -4.3 -4.7 -6.4 -4.0 -4.6 -0.9

CN a-Strike 220 220 220 220 220 220 220 220 220 220 220 0
F=0 (<) 224.0 223.9 223.7 223.8 224.0 224.1 223.4 223.3 222.8 222.2 222.1 -1.9
CLOSE 220.8 222.5 223.0 220.8 220.3 217.3 218.3 214.3 217.5 217.3 220.8 0
% GAP -1.4 -0.6 -0.3 -1.3 -1.7 -3.0 -2.3 -4.0 -2.4 -2.2 -0.6 0.8

SN a-Strike 475 475 475 475 500 500 500 500 500 475 475 0
F=0 (<) 489 488 489 489 491 492 491 492 491 488 485 -4
CLOSE 465 468 469 472 469 470 472 463 465 463 475 10
% GAP -4.9 -4.1 -4.1 -3.5 -4.5 -4.5 -3.9 -5.9 -5.3 -5.1 -2.1 2.8

WN a-Strike 270 270 280 280 270 270 270 270 270 270 270 0
F=0 (<) 274.9 276.1 276.3 276.1 274.9 274.6 274.5 274.0 271.9 271.5 266.9 -8
CLOSE 256.8 257.8 255.3 255.0 259.8 257.0 262.8 259.0 257.3 255.0 254.8 -2
% GAP -6.6 -6.6 -7.6 -7.6 -5.5 -6.4 -4.3 -5.5 -5.4 -6.1 -4.5 2.1

SMN a-Strike 135 135 135 135 135 135 135 135 135 135 135 0
F=0 (<) 134.3 134.2 134.1 134.1 134.0 134.0 134.1 134.1 134.0 134.4 134.6 0.3
CLOSE 134.8 135.6 136.9 137.8 137.3 136.1 137.0 136.2 137.7 138.7 142.4 7.6
% GAP 0.4 1.0 2.1 2.8 2.5 1.6 2.2 1.6 2.8 3.2 5.8 5.4

BON a-Strike 19.5 19.5 19 19 19 19 19 19 19 19 19 -0.5
F=0 (<) 19.29 19.24 19.21 19.20 19.18 19.17 19.00 18.93 18.88 18.81 18.74 -0.55
CLOSE 17.16 17.23 17.18 17.12 17.11 17.29 17.19 16.85 16.64 16.45 16.72 -0.44
% GAP -11.0 -10.4 -10.6 -10.8 -10.8 -9.8 -9.5 -11.0 -11.9 -12.5 -10.8 0.3

JON a-Strike 95 95 95 95 95 95 95 95 95 95 95 0
F=0 (<) 96.2 96.3 96.2 96.0 95.8 95.9 96.0 96.2 94.4 94.4 92.9 -3.3
CLOSE 90.6 91.0 90.7 92.3 93.3 90.7 89.1 89.0 89.0 88.6 89.3 -1.3
% GAP -5.8 -5.5 -5.7 -3.9 -2.6 -5.4 -7.2 -7.5 -5.7 -6.1 -3.9 1.9

Avg |% Gap| 3.76 3.89 3.95 3.98 3.80 4.12 3.98 4.56 4.30 4.57 3.94 0.18

------------------------------------------------------------------------------------------------------
FRI MON TUE WED THU FRI MON TUE WED THU FRI CHANGE
STOCK INDEX 06/04 06/07 06/08 06/09 06/10 06/11 06/14 06/15 06/16 06/17 06/18 FROM 06/04
------------------------------------------------------------------------------------------------------
SPX a-Strike 1320 1320 1320 1320 1320 1320 1320 1320 1315 1320 0
F=0 (<) 1317 1317 1318 1318 1319 1318 1317 1317 1315 1317 0
CLOSE 1328 1334 1317 1319 1303 1294 1294 1301 1330 1340 12
% GAP 0.8 1.3 -0.1 0.1 -1.2 -1.8 -1.7 -1.2 1.1 1.7 0.9

OEX a-Strike 660 660 665 665 665 660 660 660 660 670 675 15
F=0 (<) 661.7 663.0 665.1 665.3 665.3 663.2 662.0 661.8 662.0 668.0 673.6 11.9
CLOSE 672.4 676.2 665.5 667.4 659.6 654.9 656.3 660.4 676.9 682.4 683.5 11.1
% GAP 1.6 2.0 0.1 0.3 -0.9 -1.3 -0.9 -0.2 2.3 2.2 1.5 -0.1

DJX a-Strike 108 108 108 108 108 108 108 108 108 108 108 0
F=0 (<) 108.3 108.3 108.3 108.3 108.2 108.1 108.0 107.9 107.9 108.0 108.0 -0.3
CLOSE 108.0 109.1 107.7 106.9 106.2 104.9 105.6 105.9 107.8 108.4 108.6 0.6
% GAP -0.3 0.7 -0.6 -1.3 -1.8 -3.0 -2.2 -1.9 -0.1 0.4 0.6 0.8

BKX a-Strike 860 860 860 860 860 860 860 860 850 850 850 -10
F=0 (<) 864.0 863.7 863.7 863.7 863.7 863.5 863.1 863.1 850.7 851.4 850.9 -13.1
CLOSE 839.7 852.6 842.7 840.5 826.1 829.0 822.4 833.2 858.4 874.7 874.7 35
% GAP -2.8 -1.3 -2.4 -2.7 -4.4 -4.0 -4.7 -3.5 0.9 2.7 2.8 5.6

QQQ a-Strike 105 105 105 105 105 105 105 105 105 105 106 1
F=0 (<) 105.4 105.4 105.7 105.7 105.7 105.6 105.5 105.4 105.2 105.5 106.4 1
CLOSE 105.1 107.3 104.6 106.4 105.3 103.6 101.8 103.1 108.3 109.4 109.4 4.3
% GAP -0.3 1.8 -1.0 0.7 -0.4 -1.9 -3.5 -2.2 2.9 3.7 2.8 3.1

MSH a-Strike 1010 990 990 990 990 990 990 990 990 990 -20
F=0 (<) 1002 994 995 997 998 998 998 993 991 994 -8
CLOSE 1050 1069 1038 1060 1044 1030 1016 1028 1086 1098 48
% GAP 4.8 7.5 4.3 6.3 4.6 3.2 1.8 3.5 9.6 10.5 5.7

SOX a-Strike 390 400 400 400 400 410 410 410 410 410 20
F=0 (<) 394.3 395.0 395.1 399.3 400.7 406.5 407.4 407.6 412.6 413.6 19.3
CLOSE 409.0 413.2 412.4 430.7 437.0 436.9 439.1 451.1 463.5 463.7 54.7
% GAP 3.7 4.6 4.4 7.9 9.1 7.5 7.8 10.7 12.3 12.1 8.4

DOT a-Strike 580 590 600 590 590 590 590 570 560 560 -20
F=0 (<) 585.4 584.4 592.9 584.8 586.2 588.2 587.5 577.6 558.9 562.6 -22.8
CLOSE 553.5 585.9 569.5 575.0 570.1 550.2 502.1 504.1 548.6 555.7 2.2
% GAP -5.4 0.3 -3.9 -1.7 -2.7 -6.5 -14.5 -12.7 -1.8 -1.2 4.2

QGC a-Strike 100 100 100 100 100 100 100 95 90 90 95 -5
F=0 (<) 101.6 100.6 99.8 101.4 101.3 100.6 99.0 95.5 92.7 92.6 93.2 -8.4
CLOSE 94.3 107.3 104.3 105.3 101.5 89.8 75.4 77.0 93.1 96.5 99.5 5.2
% GAP -7.2 6.7 4.5 3.8 0.2 -10.7 -23.8 -19.4 0.4 4.2 6.8 13.9

NDX a-Strike 2160 2160 2160 2140 2140 2140 2140 2140 2140 2140 2140 -20
F=0 (<) 2154 2153 2153 2147 2147 2148 2148 2148 2144 2144 2145 -9
CLOSE 2109 2153 2087 2136 2098 2062 2029 2058 2168 2191 2206 97
% GAP -2.1 0.0 -3.1 -0.5 -2.3 -4.0 -5.5 -4.2 1.1 2.2 2.8 4.9

RUT a-Strike 400 400 400 400 400 400 410 410 410 410 405 5
F=0 (<) 402.4 402.4 401.9 401.9 402.6 404.1 410.7 410.8 410.6 405.6 407.1 4.7
CLOSE 442.3 446.6 443.8 445.2 442.3 438.0 431.5 434.0 441.2 443.4 445.0 2.7
% GAP 9.9 11.0 10.4 10.8 9.9 8.4 5.1 5.6 7.5 9.3 9.3 -0.6

OSX a-Strike 60 60 60 60 60 60 60 60 65 65 60 0
F=0 (<) 57.5 57.5 58.2 58.2 58.2 58.4 58.2 58.6 60.9 61.0 59.1 1.6
CLOSE 76.1 78.0 75.8 76.4 77.5 80.0 79.6 81.9 78.4 80.7 80.3 4.2
% GAP 32.3 35.7 30.2 31.3 33.2 37.0 36.8 39.8 28.7 32.3 35.9 3.5

XOI a-Strike 510 510 510 510 510 510 510 510 510 510 510 0
F=0 (<) 508.5 508.5 508.5 508.5 508.3 508.1 507.8 508.8 509.2 509.2 509.7 1.2
CLOSE 511.9 515.0 510.9 509.2 513.1 513.4 519.9 526.0 522.5 521.2 522.2 10.3
% GAP 0.7 1.3 0.5 0.1 0.9 1.0 2.4 3.4 2.6 2.4 2.5 1.8

XAU a-Strike 70 70 70 70 70 65 65 65 65 65 65 -5
F=0 (<) 68.5 68.6 68.3 67.9 67.7 67.4 67.1 66.9 66.4 66.3 66.3 -2.2
CLOSE 62.1 62.0 60.6 59.8 61.6 62.8 61.6 61.2 60.5 61.0 61.8 -0.3
% GAP -9.3 -9.6 -11.3 -11.9 -9.0 -6.8 -8.2 -8.5 -8.9 -8.0 -6.8 2.6

Avg |% Gap| 5.81 5.98 5.49 5.67 5.75 6.93 8.50 8.34 5.74 6.63 6.94 1.13
------------------------------------------------------------------------------------------------------
ALL |% Gap| 4.78 4.94 4.72 4.82 4.77 5.53 6.24 6.45 5.02 5.60 5.44 0.66
-----------------------------------------------------------------------------------------------------

KEY TO OPTION FORCE TABLE:

The symbol < marks price forecast for next expiration,
The symbol "a" marks most likely strike at expiration
Report TOU ViolationShare This Post
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext