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Strategies & Market Trends : SgtPepper's Picks from the Option Force Monitor

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To: SgtPepper who wrote (1)5/29/1999 9:59:00 AM
From: SgtPepper   of 36
 
FORECASTED AND CLOSING PRICES FOR EXPIRATIONS OF WEEK ENDING 05/21

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FRI MON TUE WED THU FRI MON TUE WED THU FRI CHANGE
FUTURE 05/07 05/10 05/11 05/12 05/13 05/14 05/17 05/18 05/19 05/20 05/21 FROM 05/07
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SPK a-Strike 1325 1330 1330 1330 1335 1340 1340 1340 1340 1340 15
F=0 (<) 1328 1329 1330 1333 1334 1340 1340 1338 1338 1339 11
CLOSE 1351 1347 1358 1370 1375 1339 1341 1341 1349 1343 -8
% GAP 1.7 1.4 2.1 2.8 3.1 -0.1 0.1 0.2 0.8 0.3 -1.4

DJK a-Strike 106 106 106 106 106 106 107 107 107 107 1
F=0 (<) 106.0 106.0 106.1 106.2 106.2 106.4 106.6 106.6 107.0 107.2 1.2
CLOSE 110.7 110.3 110.6 110.4 111.4 109.1 108.8 109.0 109.3 108.8 -1.9
% GAP 4.4 4.1 4.2 4.0 4.9 2.5 2.1 2.3 2.1 1.5 -2.9

CLM a-Strike 17 17 17 17 17 17 17 0
F=0 (<) 17.1 17.1 17.1 17.1 17.1 17.0 17.0 -0.1
CLOSE 18.2 18.5 18.1 17.6 18.0 18.0 17.9 -0.3
% GAP 6.4 8.2 5.8 2.9 5.3 5.9 5.3 -1.1

USM a-Strike 122 121 121 121 121 121 120 120 120 120 120 -2
F=0 (<) 121.4 121.2 120.9 120.9 120.8 120.7 120.4 120.3 120.2 119.8 119.8 -1.6
CLOSE 118.5 118.8 118.2 118.5 119.7 117.5 117.6 117.5 118.3 118.1 118.6 0.1
% GAP -2.4 -2.0 -2.2 -2.0 -0.9 -2.7 -2.3 -2.3 -1.6 -1.4 -1.0 1.4

TYM a-Strike 116 116 116 116 116 116 115 115 115 115 115 -1
F=0 (<) 115.9 115.8 115.6 115.6 115.5 115.5 115.3 115.1 115.0 114.9 114.9 -1
CLOSE 113.5 113.7 113.3 113.5 114.2 112.8 112.6 112.3 112.7 112.7 113.0 -0.5
% GAP -2.1 -1.8 -2.0 -1.8 -1.1 -2.3 -2.3 -2.4 -2.0 -1.9 -1.7 0.4

Avg |% Gap| 3.41 3.48 3.28 2.69 3.05 2.70 2.42 1.57 1.43 1.14 1.01 -2.40

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FRI MON TUE WED THU FRI MON TUE WED THU FRI CHANGE
STOCK INDEX 05/07 05/10 05/11 05/12 05/13 05/14 05/17 05/18 05/19 05/20 04/21 FROM 05/07
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SPX a-Strike 1325 1325 1325 1325 1325 1325 1325 1325 1325 1330 5 0
F=0 (<) 1324 1324 1324 1324 1325 1326 1326 1328 1329 1331 7 0
CLOSE 1345 1340 1356 1364 1368 1338 1339 1333 1344 1339 -6 0
% GAP 1.6 1.2 2.4 3.0 3.2 0.9 1.0 0.4 1.1 0.6 -1.0 0.0

OEX a-Strike 670 670 670 670 670 675 675 670 670 670 675 5
F=0 (<) 670.1 670.6 671.1 671.9 672.9 674.6 673.7 671.8 670.8 671.2 673.4 3.3
CLOSE 681.7 677.9 683.8 687.5 689.3 673.6 675.1 673.0 679.0 675.2 671.8 -9.9
% GAP 1.7 1.1 1.9 2.3 2.4 -0.1 0.2 0.2 1.2 0.6 -0.2 -2.0

DJX a-Strike 110 110 110 110 110 108 109 108 108 108 108 -2
F=0 (<) 109.5 109.5 109.5 109.6 109.6 108.7 108.6 108.4 108.2 108.2 108.2 -1.3
CLOSE 110.3 110.1 110.3 110.0 111.1 109.1 108.5 108.4 108.9 108.7 108.3 -2
% GAP 0.7 0.5 0.7 0.4 1.4 0.4 -0.1 0.0 0.6 0.5 0.1 -0.6

BKX a-Strike 930 930 930 930 930 920 920 920 900 900 900 -30
F=0 (<) 927.9 926.4 926.0 926.2 925.5 922.5 917.4 917.6 904.6 904.3 903.9 -24
CLOSE 899.8 896.0 904.2 911.9 926.9 896.2 882.4 878.6 890.7 880.7 874.2 -25.6
% GAP -3.0 -3.3 -2.4 -1.5 0.2 -2.9 -3.8 -4.3 -1.5 -2.6 -3.3 -0.3

QQQ a-Strike 109 109 109 109 109 109 109 109 109 108 109 0
F=0 (<) 108.8 108.7 108.7 108.9 108.9 108.9 108.7 108.7 108.6 108.5 105.6 -3.2
CLOSE 105.9 107.0 108.7 110.9 110.9 106.8 108.7 108.3 109.8 106.7 106.7 0.8
% GAP -2.7 -1.6 0.0 1.8 1.8 -1.9 0.0 -0.4 1.1 -1.7 1.0 3.7

MSH a-Strike 1030 1030 1030 1030 1030 1040 1050 1050 1040 1040 10
F=0 (<) 1034 1028 1030 1029 1031 1045 1051 1052 1041 1040 6
CLOSE 993 1013 1042 1066 1055 1028 1045 1052 1071 1052 59
% GAP -4.0 -1.5 1.2 3.6 2.3 -1.6 -0.6 0.0 2.9 1.2 5.1

SOX a-Strike 390 390 390 390 390 390 390 390 400 400 10
F=0 (<) 391.6 391.9 392.0 392.2 392.5 391.5 392.0 391.7 393.3 397.3 5.7
CLOSE 387.0 388.1 395.3 412.8 406.3 397.1 405.7 413.0 429.3 415.7 28.7
% GAP -1.2 -1.0 0.8 5.3 3.5 1.4 3.5 5.4 9.2 4.6 5.8

DOT a-Strike 620 620 620 620 620 630 620 620 620 630 10
F=0 (<) 624.2 618.2 618.1 618.0 623.8 625.5 620.2 620.5 620.0 624.0 -0.2
CLOSE 614.2 635.3 654.1 656.9 641.7 629.5 641.4 639.4 647.5 624.8 10.6
% GAP -1.6 2.8 5.8 6.3 2.9 0.6 3.4 3.0 4.4 0.1 1.7

NDX a-Strike 2100 2100 2100 2100 2100 2100 2100 2100 2100 2100 2140 40
F=0 (<) 2096 2097 2097 2098 2098 2102 2100 2100 2104 2106 2131 35
CLOSE 2118 2135 2176 2218 2179 2125 2176 2159 2186 2140 2114 -4
% GAP 1.0 1.8 3.8 5.7 3.9 1.1 3.6 2.8 3.9 1.6 -0.8 -1.8

RUT a-Strike 415 410 410 410 410 410 410 410 410 415 415 0
F=0 (<) 417.3 407.3 408.5 408.9 409.3 409.3 410.0 411.5 411.9 416.5 416.5 -0.8
CLOSE 436.1 441.9 446.8 449.3 450.8 443.1 441.4 442.5 446.1 448.0 449.1 13
% GAP 4.5 8.5 9.4 9.9 10.1 8.3 7.7 7.5 8.3 7.6 7.8 3.3

OSX a-Strike 60 60 60 60 60 60 60 60 60 60 60 0
F=0 (<) 59.9 59.8 59.8 59.9 59.8 59.7 59.9 60.1 60.2 60.3 62.1 2.2
CLOSE 77.1 76.5 74.4 73.1 75.5 74.2 72.3 69.9 70.0 72.1 75.5 -1.6
% GAP 28.7 27.9 24.4 22.0 26.3 24.3 20.7 16.3 16.3 19.6 21.6 -7.1

XOI a-Strike 480 480 480 480 480 480 480 480 480 480 480 0
F=0 (<) 480.1 480.2 480.2 480.2 480.2 480.2 480.2 480.2 480.2 480.2 480.3 0.2
CLOSE 522.5 518.3 521.2 508.3 511.1 508.3 506.3 499.4 503.3 506.1 518.3 -4.2
% GAP 8.8 7.9 8.5 5.9 6.4 5.9 5.4 4.0 4.8 5.4 7.9 -0.9

XAU a-Strike 65 65 65 65 65 65 65 65 65 65 65 0
F=0 (<) 64.4 64.2 64.6 64.5 64.5 64.5 64.5 64.3 64.5 64.0 64.0 -0.4
CLOSE 72.1 67.3 68.9 67.4 68.7 68.7 66.2 63.7 65.3 63.8 63.7 -8.4
% GAP 12.0 4.8 6.7 4.5 6.5 6.5 2.6 -0.9 1.2 -0.3 -0.5 -12.4

Avg |% Gap| 5.50 4.91 5.23 5.56 5.46 4.30 4.05 3.48 4.36 3.56 3.83 -1.67
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ALL |% Gap| 4.46 4.20 4.26 4.12 4.26 3.50 3.23 2.52 2.89 2.35 2.42 -2.03
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KEY TO OPTION FORCE TABLE:
The symbol < marks the price forecast for next expiration.
The symbol "a" marks the most likely strike at expiration.
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