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

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To: SgtPepper who wrote (30)9/2/1999 3:33:00 PM
From: SgtPepper   of 36
 
FORECASTED AND CLOSING PRICES FOR EXPIRATIONS OF WEEK ENDING 08/20

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* THU LO FRI MON TUE WED THU FRI MON TUE WED THU FRI CHANGE
FUTURE 08/05 08/06 08/09 08/10 08/11 08/12 08/13 08/16 08/17 08/18 08/19 08/20 FROM 08/06
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SPQ a-Strike 1350 1350 1350 1345 1340 1330 1330 1330 1330 1335 1340 -10
F=0 (<) 1351 1348 1346 1344 1336 1333 1331 1330 1332 1333 1337 -14
CLOSE * 1292 1307 1303 1291 1304 1305 1333 1339 1347 1335 1327 35
% GAP -4.4 -3.0 -3.2 -3.9 -2.4 -2.1 0.2 0.7 1.1 0.2 -0.7 3.6

DJQ a-Strike 110 109 109 109 109 109 109 109 109 109 109 -1
F=0 (<) 109.7 109.4 109.4 109.4 109.1 109.1 109.1 109.2 109.2 109.2 109.2 -0.5
CLOSE * 105.8 107.3 107.3 106.9 108.1 108.8 110.2 110.9 111.3 109.9 109.8 4
% GAP -3.6 -1.9 -1.9 -2.3 -0.9 -0.3 1.0 1.6 1.9 0.6 0.5 4.1

CLU a-Strike 19 19 19.5 19.5 19.5 19.5 19.5 19.5 19.5 0.5
F=0 (<) 19.2 19.3 19.3 19.4 19.5 19.5 19.6 19.7 19.6 0.4
CLOSE 20.6 20.9 21.3 21.3 21.5 21.5 21.7 21.4 21.7 1.1
% GAP 7.3 8.3 10.4 9.8 10.3 10.3 10.7 8.6 10.7 3.4

USU a-Strike 117 116 116 116 116 116 116 116 116 116 116 116 -1
F=0 (<) 116.8 116.7 116.6 116.4 116.2 116.1 115.8 115.8 115.7 115.8 115.8 115.8 -1
CLOSE * 112.9 114.2 113.7 113.6 114.0 113.6 114.6 114.4 115.2 115.3 115.0 115.1 2.1
% GAP -3.3 -2.1 -2.5 -2.4 -1.9 -2.2 -1.0 -1.2 -0.4 -0.4 -0.7 -0.6 2.6

TYU a-Strike 112 112 112 112 111 111 111 111 111 111 111 111 -1
F=0 (<) 111.8 111.8 111.7 111.6 111.4 111.3 111.1 111.2 111.2 111.2 111.2 111.3 -0.6
CLOSE * 110.1 109.6 108.9 108.8 109.1 109.1 109.8 109.9 110.5 110.6 110.4 110.5 0.3
% GAP -1.5 -2.0 -2.5 -2.5 -2.1 -2.0 -1.2 -1.2 -0.6 -0.5 -0.7 -0.7 0.8

CU a-Strike 210 210 210 210 210 210 210 210 210 210 210 210 0
F=0 (<) 210.1 210.3 210.6 210.6 211.3 212.0 211.8 210.9 210.5 210.6 210.4 212.1 0.3
CLOSE 223.3 223.5 223.5 223.5 222.3 210.3 209.5 214.0 216.5 215.0 214.0 209.8 -9.3
% GAP 6.3 6.3 6.1 6.1 5.2 -0.8 -1.1 1.5 2.9 2.1 1.7 -1.1 -4.6

WU a-Strike 260 260 260 260 260 260 260 260 260 260 260 260 0
F=0 (<) 262.0 262.1 262.9 262.7 263.2 264.5 263.8 265.0 264.7 264.4 264.8 264.7 2.8
CLOSE 278.5 279.3 279.5 279.3 272.8 263.5 268.3 268.8 269.0 270.5 272.3 269.5 -6.2
% GAP 6.3 6.6 6.3 6.3 3.6 -0.4 1.7 1.4 1.6 2.3 2.8 1.8 -3.5

SU a-Strike 450 450 450 450 450 450 450 450 450 450 450 450 0
F=0 (<) 449 452 453 454 455 456 452 452 453 455 453 457 4
CLOSE 473 477 482 487 478 448 448 457 465 463 472 468 -1
% GAP 5.3 5.5 6.4 7.3 5.1 -1.8 -0.9 1.1 2.6 1.8 4.2 2.4 -1.2

SMU a-Strike 135 135 135 135 135 135 135 135 135 135 135 135 0
F=0 (<) 133.0 133.1 133.5 133.7 133.9 134.5 134.5 134.1 134.2 134.1 134.1 134.9 1.1
CLOSE 141.4 144.4 144.8 146.3 143.8 133.8 135.8 136.7 139.5 139.2 140.4 140.0 -1
% GAP 6.3 8.5 8.5 9.4 7.4 -0.5 1.0 1.9 3.9 3.8 4.7 3.8 -1.6

BOU a-Strike 16 16 16.5 16.5 16.5 16.5 17 17 16.5 16.5 16.5 17 0.5
F=0 (<) 16.24 16.24 16.34 16.44 16.72 16.74 16.77 16.74 16.71 16.63 16.68 16.77 0.44
CLOSE 16.55 16.51 16.98 17.31 17.00 16.14 16.07 16.63 16.96 16.83 17.28 17.10 0.73
% GAP 1.9 1.7 3.9 5.3 1.7 -3.6 -4.2 -0.7 1.5 1.2 3.6 2.0 1.7

JOU a-Strike 85 85 85 85 85 85 85 85 85 85 85 85 0
F=0 (<) 85.7 84.5 85.7 86.0 85.4 85.7 86.1 86.2 86.4 86.5 86.3 86.5 0.6
CLOSE 81.8 81.8 86.3 88.1 85.6 102.8 100.6 98.3 97.2 98.5 99.6 99.0 17.8
% GAP -4.6 -3.2 0.7 2.4 0.2 20.0 16.8 14.0 12.5 13.9 15.4 14.5 20.0

Avg |% Gap| 4.62 4.46 4.76 5.26 3.70 3.98 3.61 3.08 3.63 3.41 4.17 3.53 -0.45

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THU LO FRI MON TUE WED THU FRI MON TUE WED THU FRI CHANGE
STOCK INDEX 08/05 08/06 08/09 08/10 08/11 08/12 08/13 08/16 08/17 08/18 08/19 08/20 FROM 08/06
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SPX a-Strike 1375 1375 1375 1375 1370 1370 1365 1365 1365 1360 1360 -15
F=0 (<) 1375 1373 1371 1372 1370 1369 1367 1366 1363 1362 1361 -14
CLOSE 1287 1300 1298 1281 1302 1298 1328 1331 1344 1333 1324 37
% GAP -6.4 -5.3 -5.3 -6.6 -5.0 -5.2 -2.9 -2.6 -1.4 -2.1 -2.7 3.7

OEX a-Strike 700 695 690 690 680 680 680 680 685 685 690 690 -10
F=0 (<) 696.6 693.2 692.0 690.9 682.0 680.0 680.2 682.6 684.2 686.1 688.8 687.7 -7.8
CLOSE 665.7 674.1 671.7 665.4 676.4 673.1 688.8 692.7 699.3 693.1 687.8 696.6 22.1
% GAP -4.4 -2.8 -2.9 -3.7 -0.8 -1.0 1.3 1.5 2.2 1.0 -0.1 1.3 4.3

DJX a-Strike 110 110 110 110 110 110 109 110 110 110 110 110 0
F=0 (<) 109.8 109.7 109.6 109.6 109.4 109.3 109.3 109.3 109.3 109.3 109.4 109.4 -0.4
CLOSE 105.7 107.1 107.1 106.6 107.9 108.1 109.7 110.5 111.2 109.9 109.6 111.0 3.9
% GAP -3.7 -2.4 -2.3 -2.7 -1.4 -1.1 0.4 1.1 1.7 0.5 0.2 1.5 3.9

BKX a-Strike 885 880 880 880 880 880 880 880 880 880 880 880 -5
F=0 (<) 886.4 883.4 882.8 882.8 881.9 877.7 877.3 877.3 877.4 878.4 881.2 882.1 -5.2
CLOSE 794.9 789.2 796.5 783.4 804.8 796.9 830.8 831.7 855.0 850.6 836.2 848.3 41.3
% GAP -10.3 -10.7 -9.8 -11.3 -8.7 -9.2 -5.3 -5.2 -2.6 -3.2 -5.1 -3.8 5.2

QQQ a-Strike 117 116 115 115 115 115 115 115 115 115 115 115 -2
F=0 (<) 116.7 116.0 115.5 115.5 115.0 115.0 114.9 115.7 115.6 115.6 115.6 115.5 -1.1
CLOSE 111.9 110.7 109.2 108.3 111.8 110.5 115.3 116.2 116.8 115.5 114.1 115.9 2.2
% GAP -4.1 -4.6 -5.5 -6.2 -2.8 -3.9 0.3 0.4 1.0 -0.1 -1.3 0.3 2.8

MSH a-Strike 1170 1150 1170 1180 1170 1160 1150 1150 1150 1150 1160 -10
F=0 (<) 1173 1157 1178 1176 1163 1162 1158 1158 1158 1157 1161 -12
CLOSE 1071 1109 1109 1090 1135 1117 1164 1166 1168 1158 1141 70
% GAP -8.7 -4.1 -5.9 -7.3 -2.4 -3.9 0.5 0.7 0.9 0.1 -1.7 7.0

SOX a-Strike 500 490 490 500 500 500 500 500 500 500 500 0
F=0 (<) 506.1 493.0 496.7 500.5 500.8 502.1 501.4 501.8 502.0 501.7 501.3 -4.8
CLOSE 473.9 496.4 505.3 499.0 521.7 506.6 519.7 516.2 512.1 495.1 492.4 18.5
% GAP -6.4 0.7 1.7 -0.3 4.2 0.9 3.6 2.9 2.0 -1.3 -1.8 4.6

DOT a-Strike 570 560 550 550 540 540 540 540 530 520 550 -20
F=0 (<) 566.8 556.0 546.3 546.7 542.5 540.8 543.3 542.5 531.9 527.0 542.8 -24
CLOSE 452.9 498.4 480.0 488.4 502.4 506.5 528.4 541.1 557.9 566.4 549.1 96.2
% GAP -20.1 -10.4 -12.1 -10.7 -7.4 -6.3 -2.7 -0.3 4.9 7.5 1.2 21.3

QGC a-Strike 100 95 95 95 95 90 90 90 90 90 90 90 -10
F=0 (<) 97.2 95.1 94.3 93.9 92.5 91.4 90.3 90.4 89.4 90.1 90.5 89.9 -6.7
CLOSE 66.3 77.0 73.3 76.2 75.6 76.9 81.5 82.1 83.7 85.3 78.8 79.9 12.5
% GAP -31.8 -19.0 -22.3 -18.8 -18.3 -15.9 -9.7 -9.2 -6.4 -5.3 -12.9 -11.1 18.9

NDX a-Strike 2300 2300 2300 2300 2300 2300 2300 2280 2300 2300 2300 2300 0
F=0 (<) 2312 2302 2301 2300 2290 2288 2289 2278 2287 2294 2303 2303 -9
CLOSE 2148 2212 2188 2164 2242 2214 2307 2313 2337 2317 2279 2315 131
% GAP -7.1 -3.9 -4.9 -5.9 -2.1 -3.2 0.8 1.5 2.2 1.0 -1.0 0.5 6.1

RUT a-Strike 445 445 450 450 450 450 450 450 445 445 445 445 0
F=0 (<) 448.1 446.0 449.5 449.4 449.9 451.8 447.5 447.5 444.1 444.7 442.7 442.7 -5.4
CLOSE 422.2 428.0 425.9 422.8 428.2 428.8 434.0 433.8 436.0 433.1 432.8 434.4 10.6
% GAP -5.8 -4.0 -5.3 -5.9 -4.8 -5.1 -3.0 -3.1 -1.8 -2.6 -2.2 -1.9 3.5

OSX a-Strike 80 80 80 80 80 80 80 80 80 80 80 80 0
F=0 (<) 76.0 76.0 76.0 76.2 77.6 78.8 78.9 79.5 80.2 80.1 80.1 79.6 4.1
CLOSE 81.5 84.5 89.7 88.9 89.3 88.2 86.3 85.0 87.8 85.7 87.2 87.2 5.7
% GAP 7.2 11.2 18.0 16.7 15.1 11.9 9.4 6.9 9.5 7.0 8.9 9.5 1.6

XOI a-Strike 520 520 520 520 520 520 520 520 520 520 520 520 0
F=0 (<) 521.3 521.9 522.2 522.1 521.9 521.8 521.2 521.2 522.7 523.1 522.0 522.6 0.7
CLOSE 520.3 527.9 535.2 534.3 539.6 540.5 540.2 537.2 539.5 536.8 536.9 538.4 16.6
% GAP -0.2 1.1 2.5 2.3 3.4 3.6 3.6 3.1 3.2 2.6 2.9 3.0 3.0

XAU a-Strike 60 60 60 60 60 60 60 60 60 60 60 60 0
F=0 (<) 60.0 60.0 60.1 60.1 60.1 60.1 60.1 60.1 60.2 60.2 60.3 60.3 0.3
CLOSE 65.6 64.8 68.5 67.8 71.0 69.5 68.9 67.3 69.8 66.1 66.9 67.5 1.3
% GAP 9.3 8.0 14.0 12.8 18.1 15.6 14.6 12.0 15.9 9.8 10.9 11.9 1.6

Avg |% Gap| 8.97 6.30 8.03 7.95 6.75 6.21 4.16 3.60 3.98 3.16 3.78 3.74 -5.19
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ALL |% Gap| 6.79 5.38 6.40 6.60 5.22 5.09 3.89 3.34 3.80 3.28 3.98 3.63 -2.82
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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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