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Strategies & Market Trends : Waiting for the big Kahuna
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To: William H Huebl who started this subject11/3/2002 9:18:31 AM
From: ig  Read Replies (3) of 94695
 
A hypothetical question:

Which DIA Nov put strike would give the max percentage gain if DIA were to fall from 85 to 75 in the next two weeks?

I have looked at a few historic Dow plunges to figure this out. My brief study suggests that a strike near the middle of the expected plunge pays off the best -- in this example, that would mean DIA Nov 80 puts.

Also, is there a commonly-known formula for this?

Thanks,

ig
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