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To: techguerrilla who wrote (8137)	3/19/2000 5:32:00 PM
From: Jeffry K. Smith	Read Replies (1) of 35685

TG, 3/5ths of the time decay in the last 25 days occurs in the last 9 days It's interesting to see that stated mathematically. I have never tried to apply a formula to it, but have been constantly amazed at how well the time premium holds up for the first two weeks of the last 4 of an option's life, yet how steeply the time value drops off the final two weeks. You know, it makes me wonder whether I ought to be playing with just the last two weeks... buy stock or buy DITM calls and sell "CC's" on them during that period instead... Interesting point you made! Best, Jeff Smith

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