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Technology Stocks : Amazon.com, Inc. (AMZN)
AMZN 229.55+0.2%3:59 PM EST

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To: umbro who wrote (22786)10/26/1998 8:41:00 PM
From: umbro  Read Replies (1) of 164684
 
AMZN options report for 10/26/98
AMZN price: 121.438
Options Study for: NOV
put break-even: 102.33 OI = 6682 VOL = 2670
call break-even: 128.15 OI = 13181 VOL = 2475
max. pain: 100.01 R = 0.5 R = 1.1
Options Study for: DEC
put break-even: 100.17 OI = 418 VOL = 159
call break-even: 135.27 OI = 429 VOL = 185
max. pain: 110.12 R = 1.0 R = 0.9
Options Study for: JAN
put break-even: 94.14 OI = 5073 VOL = 189
call break-even: 140.10 OI = 7663 VOL = 874
max. pain: 100.01 R = 0.7 R = 0.2
Options Study for: APR
put break-even: 90.27 OI = 1120 VOL = 212
call break-even: 145.79 OI = 1613 VOL = 67
max. pain: 109.98 R = 0.7 R = 3.2
net long/short: 0.96 mil.
i.v. for NOV = 0.78
i.v. for DEC = 0.82
i.v. for JAN = 0.84
i.v. for APR = 0.87

Implied volatility continues to drop with the Nov. options.
Looks like nobody is worried, and the rally continues. A
noticeable blip up in put volume in the April options is probably
one reason those implied vols. remain higher.

The Nov. 120 straddle breaks even at 102 on the low end, and 138
on the high end.
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