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Strategies & Market Trends : Tech Stock Options

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To: Marq Spencer who wrote (20029)	8/18/1997 8:43:00 PM
From: Melissa McAuliffe	of 58727

Brian..I just did an analsysi of the deltas on this option. The delta was .68 on the Octobers and .72 on the January calls. My question is whether or not this delta is a good predictor of future option movement. So tomorrow if I did these same calls again would it fair to assume .72 for every dollar of stock movement? When I read your message I thought you said that the delta is higher the closer the expiration date. If I am not correct stop here. However, I noticed that the delta on the Octobers (same strike price) is .68. This was true on the 55's also. Maybe I misunderstood. You should probably just tell me to read the book and then ask the questions. Melissa

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