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To: Gottfried who wrote (83801)6/18/1999 12:25:00 PM
From: Tushar Patel  Read Replies (2) | Respond to of 186894
 

Max-pain plots

Why do you have to plot the two series? Couldn't you just add up the values of the calls and the values of the puts for each strike. The max-pain point would then be the strike where the sum of the values of the calls and puts is the lowest.

Am I missing something? Or are you plotting just for visualization purposes?