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Strategies & Market Trends : Tech Stock Options
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To: Nemer who wrote (31547)12/18/1997 7:45:00 PM
From: MonsieurGonzo  Read Replies (1) of 58727
 
Nemer; RE:" OEX Premimum Changing when Index is Stable (?) "

Thanks, Nemer - the solution to this may be to adopt the tactic that Tom is currently using, ie., take a position where "decay", whether by virtue of natural time value or, by arbitrary pricing at the CBOE, is working to our advantage.

ie., short PUTs and CALLs.

I'll check to see what would have happened to a short OEX 455 PUT rather than a long OEX 455 CALL during that same time frame and get back to you.

-Steve
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