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Strategies & Market Trends : How To Write Covered Calls - An Ongoing Real Case Study!

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To: Terry Maynard who wrote (9931)3/12/1999 8:17:00 AM
From: Herm   of 14162
 
Thanks Terry! It will be interesting to experience a down turn in one
or more of the indexes. In particular, XLK technology. I was unable
to get a turnover ratio (TRO). And, the option volatility history does
not exist. I guess? So, how do they determine the volatility value for
pricing the options. It would seem they would be on the high side so
early in this type of index game because of the additional risk of the unknown. That would be a good question to ask at those CBOE workshops. I notice I have up coming up next month in my area which I'm attending.

XLB Mar 11 22 3/32
XLV Mar 11 28 13/
XLP Mar 11 27 3/16
XLU Mar 11 28 15/32
XLE Mar 11 24 19/32
XLI Mar 11 25 13/32
XLY Mar 11 29 3/32
XLK Mar 11 35 1/4
QQQ Mar 11 102 5/8
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