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Technology Stocks : Ascend Communications (ASND)
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To: Glenn D. Rudolph who wrote (39186)3/15/1998 7:59:00 AM
From: OMM  Read Replies (1) of 61433
 
Glenn, I just can't believe that decay around expiration weekend is greater _absolutely_ than the decay around the three weekends before the next expiry. Perhaps,if volatilities come in around the first expiry, it will look like prices have decayed a lot _relative_ to the next weekend. However, in absolute terms, barring volitility moves, since decay grows exponentially towards each expiration, each weekend closer to expiry should produce greater amounts of decay.

OMM
(a former asnd options marker maker)
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