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Strategies & Market Trends : The ultimate play:STRADDLES on earnings announcements.
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To: dr. z who wrote (61)8/2/1996 9:07:00 PM
From: Avi Halpern   of 140
 
Example would be If IBM is at 107 on Monday after Options experation day, "Close(near) to price-out of money" is the 110 call. These are the options you can get the most money for (I should know, I buy them).
Avi
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