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Pastimes : QQQ & DIA - chat & chart

QQQ 623.23

+2.2%

Nov 10 4:00 PM EST

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To: Chris McConnel who wrote (481)	4/16/2003 12:27:23 PM
From: Jon Khymn	Read Replies (1) of 795

Quick calculation on "time premium" for QQQ option put. For out of the money, MONTHLY TIME PREMIUM is decreased with longer term option, however, in the money option (deep), the premium is same for near month or 8 months away. (ex, 29 put, monthly prem. is about 0.20 per month) I'll try this again when VIX goes up and see if this monthly premium goes up with it. (Numbers with $ signs are "monthly time premium") VIX:26 QQQ:26.45 strike May mo prem June mo prem Sep mo prem Dec mo prem 26 0.75 0.70 1.20 $1.20 1.20 0.45 1.65 $0.83 1.95 0.75 2.40 $0.48 2.45 0.50 2.90 $0.36 27 1.25 0.65 0.70 $0.70 1.70 0.45 1.15 $0.58 2.40 0.70 1.85 $0.37 2.95 0.55 2.40 $0.30 28 1.90 0.35 0.35 $0.35 2.30 0.40 0.75 $0.38 3.00 0.70 1.45 $0.29 3.50 0.50 1.95 $0.24 29 2.70 0.20 0.15 $0.15 2.95 0.25 0.40 $0.20 3.60 0.65 1.05 $0.21 4.10 0.50 1.55 $0.19

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