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Technology Stocks : Amazon.com, Inc. (AMZN)
AMZN 220.66+1.6%Nov 21 9:30 AM EST
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To: umbro who wrote (10024)7/14/1998 1:45:00 AM
From: umbro  Read Replies (1) of 164684
 
AMZN options update.

Implied vols. are still high, in the 97% range, but backed off
a tad. The July 105 straddle costs $9.75 (was $11 at the close
on Friday), so time is taking its toll. This means that AMZN
would have to close above 117, or below 96 to make money outright
on the straddle.

The put/call ratios are a lot less lopsided now, and there's no
particular bias in the July options:

Options Forecast for: JUL
put price: 102.44 OI = 14713 VOL = 4215
call price: 109.28 OI = 14258 VOL = 4425
consensus: 106.26 R = 1.0 R = 1.0
Options Forecast for: AUG
put price: 89.12 OI = 6888 VOL = 1316
call price: 122.49 OI = 5563 VOL = 1702
consensus: 103.86 R = 1.2 R = 0.8
Options Forecast for: OCT
put price: 83.18 OI = 1590 VOL = 111
call price: 121.24 OI = 4156 VOL = 116
consensus: 110.94 R = 0.4 R = 1.0
Options Forecast for: JAN
put price: 77.75 OI = 1574 VOL = 113
call price: 132.19 OI = 2105 VOL = 182
consensus: 106.71 R = 0.7 R = 0.6
net long/short: 0.13 mil.

(I used a larger range of strikes above, from 75 to 130. The
previous study used only 90 to 110, so the numbers don't compare
directly). I think the OI (open interest figures above, are
for Friday, because they're always one day behind, but I have
not confirmend that.)
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