SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Pastimes : Clown-Free Zone... sorry, no clowns allowed
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  
To: Tommaso who wrote (195654)10/6/2002 5:32:14 PM
From: BDR  Read Replies (1) of 436258
 
OEX doesn't trade LEAPS (or at least I haven't found a quote service that lists them) but your observation about a negative premium may apply, if my broker's quote source is correct.

Intrinsic value for a 600 put with S&P 100 closing at 403.22 is 196.78.

OEYOT (Mar 600 Put, American style) ask 197.10, premium = 0.32

XEOOT (Mar 600 Put, European style) ask 195.50, premium = -1.28

Only at strikes of 550 or less do you pay a premium for March Puts.
Report TOU ViolationShare This Post
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  

HomeMailHotSubjectMarksPeopleMarksKeepersSettings
Terms Of UseContact UsCopyright/IP PolicyPrivacy PolicyAbout UsFAQAdvertise on SI
© 2025 Knight Sac Media.  Data provided by Twelve Data, Alpha Vantage, and CityFALCON News