Zeev's Turnips - No Politics Message Board

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Strategies & Market Trends : Zeev's Turnips - No Politics

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To: mishedlo who wrote (36491)	3/3/2002 9:31:21 PM
From: dwayanu	Read Replies (1) of 99280

Hi Mishedlo: ...70K + 58K + 96K (224K) puts would close in the money vs a close at 40... etc etc BCA Software ( ez-pnf.com ) does their Max Pain calculation not on the count of contracts ITM, but rather on the dollar value of those contracts, eg Max Pain is when the total dollars paid on ITM put and call contracts is minimized. This makes Max Pain a lot messier to calculate, for example a $3 ITM contract counts three times as much as a $1 ITM contract, and all ATM and OTM contracts count as zero. The iqAuto site ( iqauto.com ) says that they use a calculation method 'similar to one developed by BCA Software'. - dway

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