Trading the SPOOs with Patrick Slevin! Message Board

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Strategies & Market Trends : Trading the SPOOs with Patrick Slevin!

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To: Gary E who wrote (6820)	9/17/2001 6:24:35 PM
From: Patrick Slevin	Read Replies (2) of 7434

Hank Camp seems to think the Premium is normal. programtrading.com For Tuesday September 18, 2001 For Execution of Buy/Sell Programs Our FairValue for the S&P 500 today is $5.67. That price will not change during the day. Our computers are set or program buying at $6.92. A heck of a lot of premium came out. I have not been watching closely, perhaps between the drop in the cost of money and the drop in the SPX the formula produces a lower number. Without asking Hank I do not know. If I think of it I'll call him tomorrow.

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