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Technology Stocks : INTEL TRADER

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To: smolejv@gmx.net who wrote (8964)2/12/2001 12:39:25 PM
From: Jurgen Trautmann  Read Replies (1) of 11051
 
my REAL problem is options-calculation

actually I use to lose about 10% weekly (!!!) with long calls while underlying doesn't move (f.e. J2001, after (!!!) the rate-cut) Doesn't matter how far from the money and there's no significant relation to volatility.

Seems that times when classic options-formula has been used is over definitely - there's no strong time-influence, no rate-change, no variation of volatility, no dividends. Guess it's just a strong believe in depression and related price-manipulation.

Whatsoever, given this one cannot continue using leaps as alternative investment-instrument, at least not going LONG with calls/puts.

Even if it was a lot of work to check a great number of options this trend seems to be quite clear. However, this is not science but surely more than opinion.

Any comments?

Jury
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