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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures

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To: donald sew who wrote (40938)	2/29/2000 5:57:00 PM
From: Gersh Avery	Read Replies (1) of 44573

Thanks don .. was just looking over the prices for OEX calls and saw something interesting. It seems that someone is working at keeping the prem down. Call OI has gone up and put OI has gone down. Calculated fair value is currently much higher than the ask. Example: for the March 775 calls that I have the bid is currently 2 1/2 while the FV is 4. I also have some 790 calls .. bid= 7/8 FV = 1.94 Change in OI since Friday: strike OI calls OI puts call bid fair value 780 +903 -603 1 5/8 3.17 770 +1809 -183 3 3/8 5 760 +1361 -276 5 3/4 7.56 750 +1893 -319 7 1/2 9.17 740 +1980 -451 15 15.47 730 +2906 +2170 20 7/8 20.97

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