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Technology Stocks : All About Sun Microsystems
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To: Ben Antanaitis who wrote (10086)6/9/1998 4:36:00 PM
From: Sparkle  Read Replies (2) of 64865
 
Hi Ben,

I am excited to finally find a rationale that explains what I have suspected for the last 25 years or so that certain options near expiration have been guided by some "mysterious hand" toward expiring worthless.

Thanks for the work and imagination in compiling the "maximum pain"
graphs, they will be quite useful as I try to develop criteria for shorting out-of-the-money puts and calls in the expiring month.

Everyone knows that the expiring month puts and calls are subject to
rapid price decay as compared to longer term options.
I am working on the trading idea of shorting all puts and calls that are 18% to 20% out of the money, 30 calendar days to expiration with betas of 1 to 1.25 and of course are not involved in any takeover play or have any special event in its near future.

Would you mind expressing your thoughts on this.

Thanks,

SPARKLE
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