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Strategies & Market Trends : Straddles Close to Expiration
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To: BrooksR who wrote (2)7/27/2001 1:44:06 PM
From: holland  Read Replies (1) of 4
 
Brooks,

I use Metastock which has a program built in that will calculate the greeks. You have to enter data on each option and then you can make changes to see the price moves and resulting profit or loss. There is a web site that uses the maxpain approach. I think it is maxpain.com. This says that you can expect the stock, in the last week of an option period, to move toward the price that has the lowest overall option value. This looks at puts and calls, the outstanding number and the option value. The belief is that someone, the market maker?, moves the price to reduce his outlay or pain.
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