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To: LLCF who wrote (1224)	10/27/1997 7:08:00 PM
From: Juniper	Read Replies (1) of 2946

David (slightly off topic), Thanks for the information on options. I'm thinking about SVGI calls, but not in a rush since I don't know much about them. The Black Sholes model was an eye opener for pricing. I found it at www.cboe.com/calculator . I priced quite a few SVGI options around noon and found that most puts had a greater implied volitility than calls. I repriced march options at close, and implied volitility on those calls had changed to greater than on puts. Is this determined by purchases of contracts during the day or the price swing in the underlying? It also seemed that impl vol. increases for those options further out of money- is this usually the way it works? Thanks again for the help. J

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