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Strategies & Market Trends : Waiting for the big Kahuna

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To: Richard J. Byrd who wrote (9333)11/10/1997 4:38:00 AM
From: Arik T.G.  Read Replies (2) of 94695
 
Dick,

Since I'm VERY bearish and look to make a profit on puts, any puts,
I've looked last week into OOM OEXs and found that their i.v. is ascending in a steeper slope then usual going down the strikes.
This I attributed to higher then usual demand for insurance.
In stock options, however, the deep OOM puts were not more expensive then usual. So I settled for deep ITM index puts, and deep OOM major stocks options, with i.v. lower (!) then OOM OEXs.

ATG
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