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Strategies & Market Trends : MDA - Market Direction Analysis -- Ignore unavailable to you. Want to Upgrade?

To: Lee Lichterman III who wrote (17151)6/13/1999 2:03:00 PM
From: Gersh Avery  Respond to of 99985
 
Hi Lee ..

I think that they'll drop it, then close out some OI on calls until the cumulative strike is close to the index strike then pop it back up.

The strike on the OEX will probably fall slightly during the week.

** All just my Wild A$$ Guess (WAG) **

Gersh



To: Lee Lichterman III who wrote (17151)6/13/1999 2:22:00 PM
From: Gersh Avery  Read Replies (2) | Respond to of 99985
 
OK ..

Just got done with my recalc ..

Weighted cumulative OEX strike is 648.37.

Yes .. I have the whole list.

I'm currently trying to pick up the pace of my programs.

Target is an hourly update of every stock in the SPX.

Gersh


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