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Strategies & Market Trends : Tech Stock Options

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To: donald sew who wrote (37117)	3/22/1998 3:10:00 AM
From: Heg Heg	Read Replies (1) of 58727

Donald, thanks for your Index Updates. Here is perhaps some food for thought: On Friday morning during the initial decline of the NDX I was pricing several options to compare bid and ask pricing. My expectation would have been that at least the NDX options would have priced the puts higher than the calls, because the decline was in progress. Alas, it was exactly the other way around: the calls were priced higher than the puts, and the story was the same for several other indexes. The exceptions were SOX, XCI and OEX. Looks to me that a general uptrend expectation has been priced in by the MM? The data are below. I compare pricing by comparing the implied volatility of options. Any thoughts? Regards Hý SYMB STRIKE LAST BID ASK SPREAD IVBID IVASK OEWDD 520.00 521.13 10.13 10.50 0.3700 15.29 16.00 OEWPD 520.00 521.13 8.00 8.38 0.3800 16.31 17.01 NCZDN 1170.00 1173.94 35.50 38.50 3.0000 24.67 27.03 NCZDP 1180.00 1173.94 30.13 32.13 2.0000 24.35 25.92 NCZPN 1170.00 1173.94 25.75 27.63 1.8800 22.89 24.35 NCZPP 1180.00 1173.94 29.88 31.88 2.0000 22.21 23.77 RUTDN 470.00 473.83 10.25 11.75 1.5000 14.20 17.25 RUTPP 480.00 473.83 9.63 10.38 0.7500 13.42 14.90 (here its extreme: puts significantly cheaper priced than call!) XALDR 790.00 792.58 28.00 29.00 1.0000 29.39 30.57 XXAPT 800.00 792.58 26.38 27.38 1.0000 27.32 28.50 SOXDT 300.00 287.36 9.13 9.63 0.5000 44.43 46.00 SOXPR 290.00 287.36 14.00 15.50 1.5000 41.46 46.31 XCIDR 490.00 489.39 15.13 15.88 0.7500 27.40 28.81 XCIPR 490.00 489.39 14.50 15.25 0.7500 27.87 29.28 NCZDN 1170.00 1173.73 34.50 37.50 3.0000 24.00 26.35 NCZDP 1180.00 1173.73 28.13 30.13 2.0000 22.89 24.45 NCZPN 1170.00 1173.73 26.13 28.13 2.0000 23.10 24.67 NCZPP 1180.00 1173.73 30.00 32.00 2.0000 22.25 23.79

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