SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Strategies & Market Trends : Tech Stock Options

 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  
To: Patrick Slevin who wrote (40302)4/18/1998 8:11:00 PM
From: jjs_ynot  Read Replies (1) of 58727
 
>>> he says questions of a nature that deal with options on an index with respect to beta make no sense

That is correct. Beta on an option makes no sense since Beta of an option is affected by beta of the index and delta of the option (the amount that the option moves with the index). However, my question was beta on the index itself; not the options on the index. I was trying to get a handle on how much NDX or MSH might be expect to move if the SPX moves 1 percent or 5 percent. So to repeat it was the beta of the index itself, not the option. Thank you for the effort. Sorry for the confusion.

dave
Report TOU ViolationShare This Post
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext