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.
Technology Stocks : Intel Corporation (INTC)
INTC 35.72-5.7%1:45 PM EST
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  
To: Elmer who wrote (54908)5/1/1998 5:43:00 PM
From: Francis Chow  Read Replies (2) of 186894
 
< At this time the "point of maximum pain" for May is ~75.>
<How do you calculate this point?>

Plot aggregate options value against strike price. You
will get a U shaped curve. The maximum pain point is the
minimum point on this curve (where option writers have the
lowest payout and option buyers make the least money).

Aggregrate options value at each price is the sum of the
value of all the outstanding puts and calls. It can be
tedious to calculate. I wrote a short mathlab program
that does it by creating and multiplying two matrices.
Report TOU ViolationShare This Post
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  

HomeMailHotSubjectMarksPeopleMarksKeepersSettings
Terms Of UseContact UsCopyright/IP PolicyPrivacy PolicyAbout UsFAQAdvertise on SI
© 2025 Knight Sac Media.  Data provided by Twelve Data, Alpha Vantage, and CityFALCON News