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Strategies & Market Trends : SgtPepper's Picks from the Option Force Monitor

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To: SgtPepper who wrote (13)7/9/1999 3:03:00 PM
From: SgtPepper  Read Replies (1) of 36
 
FORECASTED AND CLOSING PRICES FOR EXPIRATIONS OF WEEK ENDING 07/16

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THU FRI TUE WED THU FRI MON TUE WED THU FRI CHANGE
FUTURE 07/01 07/02 07/06 07/07 07/08 07/09 07/12 07/13 07/14 07/15 07/16 FROM 07/01
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SPN a-Strike 1335 1340 1350 1350 1350
F=0 (<) 1334 1341 1347 1347 1353
CLOSE 1392 1406 1404 1404 1405
% GAP 4.3 4.8 4.2 4.2 3.8

DJN a-Strike 109 109 109 109 109
F=0 (<) 109.0 109.1 109.2 109.5 109.6
CLOSE 111.6 112.4 112.2 112.3 112.0
% GAP 2.4 3.0 2.7 2.6 2.2

CLQ a-Strike 17.5 17.5 17.5 18 18
F=0 (<) 17.5 17.6 17.7 17.7 17.9
CLOSE 19.4 19.7 19.8 19.8 19.7
% GAP 10.9 11.9 11.9 11.9 10.1

LHQ a-Strike 52 50 50 50 49
F=0 (<) 52.4 50.8 49.6 49.6 49.0
CLOSE 43.5 41.8 42.6 44.6 45.1
% GAP -17.0 -17.7 -14.1 -10.1 -8.0

Avg |% Gap| 8.64 9.38 8.24 7.18 6.01

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THU FRI TUE WED THU FRI MON TUE WED THU FRI CHANGE
STOCK INDEX 07/01 07/02 07/06 07/07 07/08 07/09 07/12 07/13 07/14 07/15 07/16 FROM 07/01
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SPX a-Strike 1325 1325 1325 1330 1335
F=0 (<) 1326 1327 1327 1332 1335
CLOSE 1381 1391 1388 1396 1394
% GAP 4.1 4.8 4.6 4.8 4.4

OEX a-Strike 680 680 680 695 695
F=0 (<) 676.6 680.5 683.0 693.3 695.8
CLOSE 709.5 716.3 714.3 719.8 718.3
% GAP 4.9 5.3 4.6 3.8 3.2

DJX a-Strike 108 108 108 108 108
F=0 (<) 108.1 108.3 108.1 108.1 108.5
CLOSE 110.7 111.4 111.3 111.9 111.3
% GAP 2.4 2.9 3.0 3.5 2.6

BKX a-Strike 860 860 860 860 860
F=0 (<) 861.7 862.6 861.1 861.3 861.2
CLOSE 904.2 909.1 910.7 910.3 905.2
% GAP 4.9 5.4 5.8 5.7 5.1

QQQ a-Strike 110 110 110 110 111
F=0 (<) 110.6 110.6 110.9 111.0 111.0
CLOSE 116.0 117.5 116.8 116.9 118.5
% GAP 4.9 6.2 5.3 5.3 6.8

MSH a-Strike 1110 1110 1110 1110 1110
F=0 (<) 1109 1110 1109 1110 1114
CLOSE 1169 1182 1181 1186 1202
% GAP 5.4 6.5 6.5 6.8 7.9

SOX a-Strike 460 460 460 470 470
F=0 (<) 459.1 460.1 460.2 465.9 466.0
CLOSE 492.0 492.9 495.9 491.4 509.9
% GAP 7.2 7.1 7.8 5.5 9.4

DOT a-Strike 570 570 570 570 610
F=0 (<) 568.4 568.6 574.3 573.2 611.3
CLOSE 640.2 664.3 665.3 653.8 665.0
% GAP 12.6 16.8 15.8 14.1 8.8

QGC a-Strike 100 100 100 100 105
F=0 (<) 99.6 100.4 101.1 102.0 103.1
CLOSE 112.1 114.4 117.6 118.0 119.9
% GAP 12.6 13.9 16.3 15.7 16.3

NDX a-Strike 2180 2180 2180 2180 2180
F=0 (<) 2169 2171 2172 2182 2183
CLOSE 2322 2348 2331 2341 2376
% GAP 7.1 8.2 7.3 7.3 8.8

RUT a-Strike 440 440 440 440 440
F=0 (<) 441.3 441.4 441.2 441.3 441.3
CLOSE 454.4 456.5 456.5 452.7 454.8
% GAP 3.0 3.4 3.5 2.6 3.1

OSX a-Strike 65 65 65 65 70
F=0 (<) 66.4 66.3 66.3 66.3 67.9
CLOSE 76.0 77.2 78.0 76.0 78.9
% GAP 14.5 16.4 17.6 14.6 16.2

XOI a-Strike 480 480 480 480 480
F=0 (<) 480.5 480.5 480.5 480.5 480.6
CLOSE 517.0 517.3 527.9 526.8 527.5
% GAP 7.6 7.7 9.9 9.6 9.8

XAU a-Strike 60 60 60 60 60
F=0 (<) 62.6 62.6 62.8 62.9 62.9
CLOSE 66.8 67.1 63.0 62.9 61.9
% GAP 6.7 7.2 0.3 0.0 -1.6

Avg |% Gap| 6.98 7.99 7.73 7.10 7.42
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ALL |% Gap| 7.81 8.68 7.99 7.14 6.72
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KEY TO OPTION FORCE TABLE:

The symbol < marks price forecast for next expiration,
The symbol "a" marks most likely strike at expiration
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