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Strategies & Market Trends : Waiting for the big Kahuna

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To: William H Huebl who wrote (67352)	11/14/2003 5:05:08 PM
From: shoreco	Read Replies (2) of 94695

>> You mean time premium may also go up with VIX? << I'm sure that was a sarcastic comment, but for the new comers it is called the "Vega"... Interest rates change the "Rho"... Vega Vega is the rate of change of the options value with respect to the 1% change in the volatility. Rho Rho is the rate of change of the options value with respect to the 1% change in interest rate. EOM Shoreco PS In May 2002 I was following some SPX puts that were trading around $7 and they were about 9 months out...(They were way otm puts)... They went on to hit $70 shortly after this "Vix" change... stockcharts.com[r,a]daclyyay[d20020414,20020814][pb7!b25!b50!b100!b150!b200][vc60][iUb14!Ua12,26,9!Lh14,3!Ll14]&pref=G I bought some, but sold way too soon...LOL...

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