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Strategies & Market Trends : Trading the SPOOs with Patrick Slevin!
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To: Patrick Slevin who wrote (6248)8/11/2000 11:13:46 AM
From: Gersh Avery  Read Replies (1) of 7434
 
Just had a thought .. (ouch) figured I'd pass it along just for what the heck ..

Anyway .. there is supposed to be a very large OI on the September contract right now ..

As September expiration draws closer, there would tend to be a roll over into the December ..

The net of that roll over would be to drive the price of the September up while at the same time drive the price of the December down.

It seems logical to me that as the sp00 was being traded, that this could be taken advantage of by every time that a contract is sold make it the December and every time that a contract is bought make it the September ..

example:

short at 10 and cover at 11 ..

short the December at the 10AM mark and then use the September at 11AM to cover ..

in the end, there would be a posisition set in place to take advantage of roll over time ..

prolly thinkin' to hard again ..
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