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 : BAY Ntwks (under House)
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  
To: chester lee who wrote (6611)6/17/1998 9:20:00 AM
From: Ben Antanaitis   of 6980
 
chester,

Max-Pain is a study I've started based on having heard the old adage about most options expiring worthless. I selected a spectrum of tech stocks and just began to graph the open interest value curves and the Max-Pain point is a fallout of the numbers. The historic data that I have collected is posted on the web site in the form of the 'final' graphs for each expiry, where I place a marker for the actual closing price of the stock on expiry day on the Max-Pain graph from the week before expiry day. The effect is sometimes called 'strike price pegging' in articles on options behavior.

Max-Pain is based entirely on the CBOE data posted on their site. I have no restrictions on the data ie look at this months SHVA graph vs DELL's graph with regard to the total values involved.

On the Options Analysis page, of the BCA Software web site, if you take the link at the bottom of the Max-Pain selection table, it will link you to a fully explained example of a Max-Pain analysis.

Ben A.
ez-pnf.com
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