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Strategies & Market Trends : Options for Newbies -(Help Me Obi-Wan-Kenobe)
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To: cardiologist to be who wrote (864)6/7/1998 2:39:00 PM
From: Girish Patel  Read Replies (2) of 2241
 
I just saw your question.

On the closing price basis (28 3/8 on Friday, June5), call price for Jan 25 calls (roughly 180 days remaining) is $5.94 and Jan 30 calls is 3.5. Delta for 25 calls .7293; 30 calls .5330. (Volatility 49.27)

The clsing price for the 25 calls is 6 1/8, and 30 calls is 5 7/8.

In short, Jan 25 calls have much lower premium and higher delta- a much better buy if you expect CHKPF to hit 40.

Black-Scholes Pricing Model. Stock price 28 3/8, interest rate 5; volatility 49.27

Girish Patel
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