Option Spreads, Credit my Debit Message Board

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Strategies & Market Trends : Option Spreads, Credit my Debit

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To: ccportfolio who wrote (150)	6/23/1998 7:26:00 AM
From: jjs_ynot	Read Replies (1) of 2317

This is in essence similar to what many here try to do. The problem is that 2 sigma will change every day as well as the mean unless he is talking about on a weekly basis. Then you stand a better chance. It is best to keep the time to expiration fairly short so that the mean and std. deviation are less likely to change against you. Will be happy to discuss in more detail.

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