DayTrading the OEX Message Board

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Strategies & Market Trends : DayTrading the OEX

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To: the options strategist who wrote (22)	5/18/1998 3:29:00 PM
From: Steve Robinett	Read Replies (1) of 94

Jen, Here's a possible answer to your question. Notice that as the OEX went down, the VIX rose, indicating the implied volatility of OEX options went from 21% to 22%. Assuming your numbers are more or less accurate, an increase in the price of the 535 calls with the OEX itself declining is probably explained by the increased volatility. Best, -Steve

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